+129.3%
WFC vs MS
+145.3%
-15.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +9.7% |
| 6M | +8.4% | +31.3% | -22.9% | -12.5% |
| YTD | -1.9% | +24.7% | -26.5% | -18.0% |
| 1Y | +12.3% | +47.9% | -35.6% | -17.6% |
| 3Y | +132.3% | +178.3% | -46.0% | +5.2% |
| All | +129.3% | +145.3% | -15.9% | +9.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling