+145.0%
WFC vs MXL
+313.4%
-168.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +7.5% | -6.6% | -0.1% |
| 7D | +0.4% | +18.9% | -18.5% | -2.0% |
| 30D | +1.5% | +0.3% | +1.2% | +1.0% |
| 3M | +10.2% | -8.0% | +18.2% | +7.6% |
| 6M | +18.8% | +341.2% | -322.5% | -17.7% |
| YTD | -1.5% | +327.8% | -329.4% | -31.8% |
| 1Y | +13.5% | +364.9% | -351.4% | -23.4% |
| 3Y | +135.0% | +229.2% | -94.3% | +52.1% |
| 5Y | +130.1% | +42.8% | +87.3% | +68.0% |
| All | +145.0% | +313.4% | -168.4% | +19.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling