+112.4%
WFC vs MS
+549.7%
-437.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.4% | -0.3% |
| 7D | +2.5% | +5.1% | -2.6% | -1.3% |
| 30D | +7.0% | +5.7% | +1.3% | +2.2% |
| 3M | -1.8% | -12.2% | +10.4% | +7.8% |
| 6M | +18.4% | -0.5% | +18.9% | +16.9% |
| YTD | -5.6% | +9.8% | -15.4% | -14.6% |
| 1Y | +3.9% | +17.7% | -13.9% | -11.1% |
| 3Y | +126.3% | +176.8% | -50.5% | -2.9% |
| 5Y | +91.1% | +123.7% | -32.6% | -4.6% |
| All | +112.4% | +549.7% | -437.3% | -55.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MS.
Daily Out/Under-Performance
Portfolio return minus MS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MS 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 MS 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