+117.7%
WFC vs MS
+157.8%
-40.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.1% |
| 7D | +1.2% | -1.6% | +2.8% | +2.2% |
| 30D | +5.2% | -3.8% | +9.0% | +7.6% |
| 3M | -3.0% | -14.6% | +11.6% | +7.4% |
| 6M | +6.2% | -5.1% | +11.3% | +8.1% |
| YTD | -7.9% | +4.5% | -12.4% | -13.3% |
| 1Y | +0.3% | +13.5% | -13.3% | -11.5% |
| 3Y | +117.7% | +160.4% | -42.7% | +8.4% |
| All | +117.7% | +157.8% | -40.1% | +8.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling