+129.3%
WFC vs MP
+58.1%
+71.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.5% | +0.7% |
| 7D | +3.8% | -2.9% | +6.6% | +4.1% |
| 30D | +1.5% | +13.8% | -12.3% | -0.3% |
| 3M | +10.9% | -16.7% | +27.6% | +12.5% |
| 6M | +8.4% | -11.5% | +19.9% | +8.3% |
| YTD | -1.9% | +7.9% | -9.8% | -5.1% |
| 1Y | +12.3% | -15.0% | +27.4% | +10.4% |
| 3Y | +132.3% | +153.5% | -21.2% | +77.2% |
| All | +129.3% | +58.1% | +71.3% | +87.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling