+138.1%
WFC vs MS
+810.5%
-672.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.7% |
| 7D | +3.8% | +1.4% | +2.4% | +2.7% |
| 30D | +1.5% | -0.3% | +1.7% | +1.5% |
| 3M | +10.9% | +0.3% | +10.6% | +9.6% |
| 6M | +8.4% | +31.3% | -22.9% | -13.7% |
| YTD | -1.9% | +24.7% | -26.5% | -19.0% |
| 1Y | +12.3% | +47.9% | -35.6% | -19.1% |
| 3Y | +132.3% | +178.3% | -46.0% | -0.3% |
| 5Y | +130.1% | +144.9% | -14.8% | +7.4% |
| All | +138.1% | +810.5% | -672.5% | -60.6% |
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