+263.1%
WFC vs MP
+271.0%
-8.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | 0.0% |
| 7D | -1.3% | +2.3% | -3.6% | -1.6% |
| 30D | +3.6% | -15.3% | +18.9% | +5.4% |
| 3M | -1.3% | -33.5% | +32.2% | +3.0% |
| 6M | +18.0% | -45.5% | +63.5% | +25.0% |
| YTD | -5.9% | -27.3% | +21.4% | -4.9% |
| 1Y | +1.8% | -40.7% | +42.5% | +5.2% |
| 3Y | +125.0% | +145.9% | -20.8% | +72.5% |
| 5Y | +92.0% | -13.9% | +105.9% | +67.7% |
| All | +263.1% | +271.0% | -8.0% | +116.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling