+142.4%
WFC vs MUB
+17.4%
+125.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.5% | +2.3% |
| 7D | +0.4% | -0.7% | +1.2% | +0.9% |
| 30D | +2.5% | -2.0% | +4.4% | +3.8% |
| 3M | +10.0% | -2.5% | +12.5% | +11.8% |
| 6M | +15.1% | -2.3% | +17.4% | +16.8% |
| YTD | -2.2% | -1.3% | -0.9% | -1.4% |
| 1Y | +13.5% | +1.1% | +12.3% | +12.6% |
| 3Y | +135.2% | +8.2% | +127.0% | +120.4% |
| 5Y | +128.3% | +1.5% | +126.9% | +125.6% |
| 10Y | +142.4% | +17.6% | +124.8% | +172.0% |
| All | +142.4% | +17.4% | +125.0% | +172.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 MUB 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