+362.7%
WFC vs MSCI
+2,756.4%
-2,393.7%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.0% |
| 7D | +3.8% | +0.4% | +3.4% | +3.5% |
| 30D | +1.5% | +0.6% | +0.9% | +1.1% |
| 3M | +10.9% | -7.1% | +17.9% | +13.7% |
| 6M | +8.4% | +0.8% | +7.6% | +6.5% |
| YTD | -1.9% | +1.0% | -2.9% | -4.4% |
| 1Y | +12.3% | +4.3% | +8.0% | +7.1% |
| 3Y | +132.3% | +9.9% | +122.4% | +109.1% |
| 5Y | +130.1% | -6.8% | +136.8% | +114.7% |
| 10Y | +134.4% | +614.7% | -480.3% | -34.2% |
| All | +362.7% | +2,756.4% | -2,393.7% | -49.0% |
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