+126.7%
WFC vs MSI
+100.4%
+26.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.2% | -1.9% |
| 7D | +1.1% | -5.8% | +6.8% | +3.0% |
| 30D | +0.8% | -1.0% | +1.8% | +1.0% |
| 3M | +9.3% | +14.2% | -4.9% | +4.1% |
| 6M | +10.6% | +1.0% | +9.6% | +9.6% |
| YTD | -4.1% | +21.5% | -25.5% | -11.5% |
| 1Y | +13.6% | -2.1% | +15.7% | +13.6% |
| 3Y | +130.7% | +69.3% | +61.4% | +78.1% |
| 5Y | +126.7% | +99.3% | +27.4% | +61.0% |
| All | +126.7% | +100.4% | +26.3% | +61.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling