+325.0%
WFC vs MUB
+76.3%
+248.7%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.8% | +0.9% |
| 7D | +3.8% | -0.9% | +4.6% | +3.9% |
| 30D | +1.5% | -1.4% | +2.9% | +1.7% |
| 3M | +10.9% | -2.2% | +13.0% | +11.3% |
| 6M | +8.4% | -1.9% | +10.3% | +8.8% |
| YTD | -1.9% | -0.8% | -1.1% | -1.7% |
| 1Y | +12.3% | +2.7% | +9.6% | +11.8% |
| 3Y | +132.3% | +8.6% | +123.7% | +128.4% |
| 5Y | +130.1% | +2.0% | +128.0% | +128.2% |
| 10Y | +134.4% | +17.9% | +116.5% | +134.6% |
| All | +325.0% | +76.3% | +248.7% | +325.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling