+134.0%
WFC vs MSI
+689.5%
-555.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.6% | -0.8% | +0.6% |
| 7D | +0.1% | +8.3% | -8.2% | -3.7% |
| 30D | +2.9% | +18.9% | -15.9% | -5.3% |
| 3M | -1.4% | +13.2% | -14.7% | -7.4% |
| 6M | +14.3% | +38.3% | -23.9% | -3.2% |
| YTD | -6.2% | +38.9% | -45.1% | -21.7% |
| 1Y | +1.6% | +36.7% | -35.1% | -14.6% |
| 3Y | +126.9% | +76.6% | +50.4% | +61.1% |
| 5Y | +94.0% | +124.5% | -30.5% | +17.3% |
| 10Y | +134.0% | +674.5% | -540.5% | -17.0% |
| All | +134.0% | +689.5% | -555.5% | -17.0% |
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