+12.3%
WFC vs MXL
+316.6%
-304.3%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.5% | -4.7% | +0.8% |
| 7D | +3.8% | +1.6% | +2.1% | +3.8% |
| 30D | +1.5% | -7.0% | +8.5% | +1.5% |
| 3M | +10.9% | -33.4% | +44.3% | +10.7% |
| 6M | +8.4% | +260.2% | -251.7% | -6.9% |
| YTD | -1.9% | +260.0% | -261.8% | -16.2% |
| 1Y | +12.3% | +303.5% | -291.1% | -7.4% |
| All | +12.3% | +316.6% | -304.3% | -7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 1y: compounded portfolio wealth divided by compounded MXL 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…
1y analysis · Full analysis span regression · 6 months rolling