+3,546.5%
WFC vs MS
+5,117.3%
-1,570.8%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -5.9% | +2.9% | -0.2% |
| 7D | 0.0% | -3.4% | +3.4% | +1.6% |
| 30D | +4.0% | -3.9% | +7.9% | +5.8% |
| 3M | -4.4% | -15.9% | +11.6% | +3.4% |
| 6M | +7.4% | -2.5% | +9.8% | +7.9% |
| YTD | -7.5% | +5.1% | -12.6% | -10.5% |
| 1Y | -0.3% | +13.0% | -13.3% | -6.8% |
| 3Y | +117.2% | +160.7% | -43.5% | +38.6% |
| 5Y | +89.2% | +114.0% | -24.9% | +32.4% |
| 10Y | +148.3% | +637.5% | -489.1% | +3.4% |
| All | +3,546.5% | +5,117.3% | -1,570.8% | +501.5% |
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