+338.3%
WFC vs MXL
+270.5%
+67.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +6.0% | -8.2% | -3.1% |
| 7D | +1.1% | +15.5% | -14.4% | -1.1% |
| 30D | +0.8% | -11.3% | +12.1% | +2.0% |
| 3M | +9.3% | -16.1% | +25.4% | +7.8% |
| 6M | +10.6% | +323.0% | -312.4% | -23.3% |
| YTD | -4.1% | +281.5% | -285.6% | -32.5% |
| 1Y | +13.6% | +319.3% | -305.7% | -22.3% |
| 3Y | +130.7% | +189.4% | -58.6% | +52.9% |
| 5Y | +126.7% | +26.0% | +100.7% | +67.3% |
| 10Y | +132.1% | +243.5% | -111.4% | +24.2% |
| All | +338.3% | +270.5% | +67.9% | +108.7% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling