+8,598.6%
WFC vs MRSH
+3,262.1%
+5,336.5%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.0% | +4.0% | +3.2% |
| 7D | +0.4% | -5.9% | +6.3% | +4.2% |
| 30D | +2.5% | -7.3% | +9.8% | +7.2% |
| 3M | +10.0% | +7.4% | +2.5% | +4.2% |
| 6M | +15.1% | -0.7% | +15.7% | +13.7% |
| YTD | -2.2% | -3.2% | +1.0% | -2.4% |
| 1Y | +13.5% | -10.6% | +24.1% | +18.4% |
| 3Y | +135.2% | -4.6% | +139.8% | +131.6% |
| 5Y | +128.3% | +19.3% | +109.0% | +93.1% |
| 10Y | +142.4% | +217.3% | -74.9% | +12.6% |
| All | +8,598.6% | +3,262.1% | +5,336.5% | +828.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling