+4,271.9%
MU vs WFC
+142.4%
+4,129.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.8% | +4.4% | +5.3% |
| 7D | -12.0% | +0.1% | -12.2% | -11.9% |
| 30D | -28.7% | +2.9% | -31.7% | -29.8% |
| 3M | -16.4% | -1.4% | -15.0% | -16.2% |
| 6M | -1.8% | +14.3% | -16.1% | -10.1% |
| YTD | +157.1% | -6.2% | +163.3% | +159.6% |
| 1Y | +208.5% | +1.6% | +206.9% | +197.6% |
| 3Y | +906.2% | +126.9% | +779.2% | +508.9% |
| 5Y | +893.4% | +94.0% | +799.5% | +544.6% |
| 10Y | +4,271.9% | +134.0% | +4,137.8% | +2,573.4% |
| All | +4,271.9% | +142.4% | +4,129.4% | +2,573.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WFC.
Daily Out/Under-Performance
Portfolio return minus WFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WFC 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 WFC 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