+3,509.5%
WFC vs MS
+5,088.7%
-1,579.2%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.8% |
| 7D | +0.6% | -1.6% | +2.2% | +1.3% |
| 30D | +4.6% | -3.8% | +8.4% | +6.3% |
| 3M | -3.6% | -14.6% | +11.0% | +3.5% |
| 6M | +5.6% | -5.1% | +10.6% | +7.5% |
| YTD | -8.5% | +4.5% | -13.0% | -11.2% |
| 1Y | -0.3% | +13.5% | -13.9% | -7.0% |
| 3Y | +116.4% | +160.4% | -44.0% | +38.2% |
| 5Y | +87.2% | +112.9% | -25.6% | +31.4% |
| 10Y | +145.8% | +633.4% | -487.6% | +2.6% |
| All | +3,509.5% | +5,088.7% | -1,579.2% | +496.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling