+334.3%
WFC vs MSCI
+3,095.4%
-2,761.1%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.8% | +0.7% |
| 7D | +1.2% | +2.8% | -1.6% | -0.1% |
| 30D | +5.2% | +15.4% | -10.2% | -1.9% |
| 3M | -3.0% | +13.4% | -16.5% | -9.0% |
| 6M | +6.2% | +10.9% | -4.7% | -0.2% |
| YTD | -7.9% | +13.0% | -20.9% | -15.1% |
| 1Y | +0.3% | +12.0% | -11.8% | -7.2% |
| 3Y | +117.7% | +34.1% | +83.6% | +77.9% |
| 5Y | +88.4% | +3.9% | +84.5% | +67.2% |
| 10Y | +147.3% | +802.0% | -654.7% | -38.5% |
| All | +334.3% | +3,095.4% | -2,761.1% | -54.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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