+142.4%
WFC vs MSI
+593.5%
-451.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.3% |
| 7D | +0.4% | -4.0% | +4.4% | +2.4% |
| 30D | +2.5% | -0.5% | +2.9% | +2.5% |
| 3M | +10.0% | +11.4% | -1.4% | +3.7% |
| 6M | +15.1% | +1.0% | +14.1% | +13.2% |
| YTD | -2.2% | +20.7% | -22.9% | -12.5% |
| 1Y | +13.5% | -2.7% | +16.1% | +12.8% |
| 3Y | +135.2% | +68.2% | +67.0% | +70.1% |
| 5Y | +128.3% | +100.0% | +28.4% | +46.2% |
| 10Y | +142.4% | +596.9% | -454.5% | -2.2% |
| All | +142.4% | +593.5% | -451.1% | -2.2% |
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