+128.3%
WFC vs MTB
+103.4%
+24.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +2.1% |
| 7D | +0.4% | +1.1% | -0.6% | -0.3% |
| 30D | +2.5% | -4.6% | +7.1% | +5.8% |
| 3M | +10.0% | +6.3% | +3.7% | +5.2% |
| 6M | +15.1% | +15.6% | -0.5% | +3.9% |
| YTD | -2.2% | +20.6% | -22.8% | -14.2% |
| 1Y | +13.5% | +22.5% | -9.1% | -1.7% |
| 3Y | +135.2% | +114.4% | +20.8% | +42.3% |
| 5Y | +128.3% | +101.9% | +26.4% | +48.9% |
| All | +128.3% | +103.4% | +24.9% | +48.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling