+3,768.8%
WFC vs MS
+6,088.6%
-2,319.7%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.8% |
| 7D | +3.8% | +1.4% | +2.4% | +3.1% |
| 30D | +1.5% | -0.3% | +1.7% | +1.5% |
| 3M | +10.9% | +0.3% | +10.6% | +10.3% |
| 6M | +8.4% | +31.3% | -22.9% | -5.1% |
| YTD | -1.9% | +24.7% | -26.5% | -12.1% |
| 1Y | +12.3% | +47.9% | -35.6% | -7.1% |
| 3Y | +132.3% | +178.3% | -46.0% | +43.7% |
| 5Y | +130.1% | +144.9% | -14.8% | +51.2% |
| 10Y | +134.4% | +804.5% | -670.1% | -11.0% |
| All | +3,768.8% | +6,088.6% | -2,319.7% | +490.4% |
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 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