+8,268.6%
WFC vs MTB
+7,592.0%
+676.6%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.1% | +0.1% |
| 7D | +1.7% | 0.0% | +1.7% | +1.7% |
| 30D | +6.8% | +0.8% | +6.0% | +6.1% |
| 3M | -3.0% | -12.8% | +9.8% | +8.1% |
| 6M | +15.4% | +6.7% | +8.7% | +9.3% |
| YTD | -5.9% | +11.3% | -17.2% | -13.9% |
| 1Y | +1.7% | +20.2% | -18.5% | -12.6% |
| 3Y | +124.9% | +103.8% | +21.1% | +25.1% |
| 5Y | +90.5% | +60.9% | +29.6% | +22.1% |
| 10Y | +117.8% | +115.0% | +2.8% | +2.5% |
| All | +8,268.6% | +7,592.0% | +676.6% | +491.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling