+5,778.3%
MU vs WFC
+132.6%
+5,645.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.6% | -0.4% |
| 7D | +7.2% | +1.1% | +6.1% | +6.6% |
| 30D | +14.0% | +0.8% | +13.2% | +13.3% |
| 3M | +5.4% | +9.3% | -3.9% | -0.2% |
| 6M | +170.3% | +10.6% | +159.6% | +150.6% |
| YTD | +250.7% | -4.1% | +254.7% | +250.9% |
| 1Y | +662.1% | +13.6% | +648.5% | +588.4% |
| 3Y | +1,341.2% | +130.7% | +1,210.5% | +767.8% |
| 5Y | +1,319.3% | +126.7% | +1,192.6% | +748.7% |
| 10Y | +5,778.3% | +132.1% | +5,646.2% | +3,366.5% |
| All | +5,778.3% | +132.6% | +5,645.7% | +3,366.5% |
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