+112.4%
WFC vs MSI
+664.3%
-551.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.2% | +0.3% |
| 7D | +2.5% | +3.2% | -0.7% | +1.0% |
| 30D | +7.0% | +17.6% | -10.6% | -1.1% |
| 3M | -1.8% | +14.5% | -16.3% | -8.2% |
| 6M | +18.4% | +34.3% | -15.9% | +1.8% |
| YTD | -5.6% | +39.7% | -45.3% | -21.4% |
| 1Y | +3.9% | +40.2% | -36.3% | -13.8% |
| 3Y | +126.3% | +77.1% | +49.2% | +60.5% |
| 5Y | +91.1% | +124.0% | -32.9% | +15.8% |
| All | +112.4% | +664.3% | -551.9% | -24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 10y: compounded portfolio wealth divided by compounded MSI 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…
10y analysis · Full analysis span regression · 6 months rolling