+8,627.7%
WFC vs MSI
+4,035.2%
+4,592.5%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.1% |
| 7D | +3.8% | -3.7% | +7.5% | +4.9% |
| 30D | +1.5% | +6.8% | -5.4% | -0.7% |
| 3M | +10.9% | +14.3% | -3.4% | +6.3% |
| 6M | +8.4% | -1.6% | +10.0% | +8.3% |
| YTD | -1.9% | +22.8% | -24.7% | -8.4% |
| 1Y | +12.3% | -1.1% | +13.5% | +11.4% |
| 3Y | +132.3% | +70.5% | +61.9% | +94.9% |
| 5Y | +130.1% | +102.8% | +27.3% | +82.3% |
| 10Y | +134.4% | +597.4% | -463.0% | +32.0% |
| All | +8,627.7% | +4,035.2% | +4,592.5% | +2,096.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling