+145.0%
WFC vs MRSH
+218.8%
-73.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.2% | +1.1% |
| 7D | +0.4% | -4.8% | +5.1% | +3.5% |
| 30D | +1.5% | -6.3% | +7.9% | +5.7% |
| 3M | +10.2% | +5.8% | +4.4% | +5.0% |
| 6M | +18.8% | +2.8% | +16.0% | +14.6% |
| YTD | -1.5% | -3.1% | +1.6% | -1.8% |
| 1Y | +13.5% | -11.3% | +24.8% | +19.8% |
| 3Y | +135.0% | -5.0% | +139.9% | +129.2% |
| 5Y | +130.1% | +19.2% | +110.9% | +82.9% |
| All | +145.0% | +218.8% | -73.9% | -6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH 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 MRSH 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