+2.5%
WFC vs MXL
+276.5%
-274.0%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -11.1% | +13.4% | +2.2% |
| 7D | +4.5% | -24.3% | +28.8% | +4.5% |
| 30D | +7.4% | -46.1% | +53.5% | +7.5% |
| 3M | -0.5% | -21.8% | +21.3% | -0.6% |
| 6M | +11.7% | -27.2% | +38.9% | +10.9% |
| YTD | -4.6% | +226.2% | -230.8% | -18.8% |
| 1Y | +2.5% | +297.0% | -294.5% | -17.9% |
| All | +2.5% | +276.5% | -274.0% | -17.9% |
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