+298.8%
WFC vs MUB
+78.3%
+220.6%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | +1.2% | +0.7% | +0.5% | +1.1% |
| 30D | +5.2% | +4.4% | +0.8% | +4.4% |
| 3M | -3.0% | -0.2% | -2.9% | -3.0% |
| 6M | +6.2% | -0.6% | +6.8% | +6.3% |
| YTD | -7.9% | +0.3% | -8.3% | -8.0% |
| 1Y | +0.3% | +0.8% | -0.5% | +0.1% |
| 3Y | +117.7% | +12.0% | +105.7% | +112.8% |
| 5Y | +88.4% | +3.4% | +84.9% | +86.4% |
| 10Y | +147.3% | +20.7% | +126.6% | +147.6% |
| All | +298.8% | +78.3% | +220.6% | +298.7% |
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