+126.3%
WFC vs MTB
+106.3%
+20.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | -0.1% |
| 7D | +2.5% | +1.5% | +1.0% | +1.3% |
| 30D | +7.0% | +2.3% | +4.7% | +5.0% |
| 3M | -1.8% | -12.1% | +10.4% | +8.7% |
| 6M | +18.4% | +9.8% | +8.6% | +9.5% |
| YTD | -5.6% | +12.0% | -17.6% | -14.0% |
| 1Y | +3.9% | +22.0% | -18.2% | -11.6% |
| 3Y | +126.3% | +107.6% | +18.7% | +44.0% |
| All | +126.3% | +106.3% | +20.1% | +44.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 3y: compounded portfolio wealth divided by compounded MTB 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…
3y analysis · Full analysis span regression · 6 months rolling