+116.4%
WFC vs MP
+114.3%
+2.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.9% | -6.0% | -1.3% |
| 7D | +0.6% | -10.5% | +11.2% | +1.3% |
| 30D | +4.6% | -23.5% | +28.1% | +6.3% |
| 3M | -3.6% | -25.4% | +21.8% | -2.0% |
| 6M | +5.6% | -51.3% | +56.8% | +10.0% |
| YTD | -8.5% | -29.9% | +21.5% | -7.8% |
| 1Y | -0.3% | -31.8% | +31.5% | +0.4% |
| 3Y | +116.4% | +127.0% | -10.5% | +79.8% |
| All | +116.4% | +114.3% | +2.1% | +79.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling