+8,091.1%
WFC vs MSI
+4,457.4%
+3,633.6%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.3% |
| 7D | +1.2% | +4.7% | -3.4% | -0.2% |
| 30D | +5.2% | +14.8% | -9.6% | +1.0% |
| 3M | -3.0% | +8.8% | -11.9% | -5.5% |
| 6M | +6.2% | +19.3% | -13.1% | +0.2% |
| YTD | -7.9% | +35.3% | -43.2% | -16.5% |
| 1Y | +0.3% | +33.8% | -33.5% | -8.8% |
| 3Y | +117.7% | +74.4% | +43.3% | +81.5% |
| 5Y | +88.4% | +120.5% | -32.2% | +45.7% |
| 10Y | +147.3% | +685.2% | -537.9% | +34.7% |
| All | +8,091.1% | +4,457.4% | +3,633.6% | +1,902.3% |
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