+86.8%
WFC vs MP
-5.6%
+92.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.9% | -5.4% | -1.0% |
| 7D | +1.2% | -10.5% | +11.8% | +2.5% |
| 30D | +5.2% | -23.5% | +28.7% | +8.3% |
| 3M | -3.0% | -25.4% | +22.4% | -0.2% |
| 6M | +6.2% | -51.3% | +57.5% | +14.1% |
| YTD | -7.9% | -29.9% | +22.0% | -6.7% |
| 1Y | +0.3% | -31.8% | +32.1% | +1.5% |
| 3Y | +117.7% | +127.0% | -9.3% | +61.5% |
| All | +86.8% | -5.6% | +92.4% | +63.0% |
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