+8,627.7%
WFC vs MTB
+8,294.1%
+333.6%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | +3.8% | +1.7% | +2.1% | +2.3% |
| 30D | +1.5% | -4.2% | +5.7% | +5.0% |
| 3M | +10.9% | +8.9% | +2.0% | +3.3% |
| 6M | +8.4% | +10.9% | -2.4% | -0.3% |
| YTD | -1.9% | +21.5% | -23.4% | -16.3% |
| 1Y | +12.3% | +21.9% | -9.6% | -4.6% |
| 3Y | +132.3% | +109.2% | +23.1% | +25.8% |
| 5Y | +130.1% | +102.0% | +28.1% | +21.4% |
| 10Y | +134.4% | +171.9% | -37.5% | -9.0% |
| All | +8,627.7% | +8,294.1% | +333.6% | +475.0% |
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 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