+28.3%
WFC vs MULL
+2,620.5%
-2,592.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.4% | -3.5% | +1.7% |
| 7D | +0.4% | +14.8% | -14.3% | -0.1% |
| 30D | +2.5% | +36.6% | -34.1% | +1.1% |
| 3M | +10.0% | -8.9% | +18.9% | +8.0% |
| 6M | +15.1% | +311.9% | -296.9% | -0.9% |
| YTD | -2.2% | +579.8% | -582.0% | -20.7% |
| 1Y | +13.5% | +2,421.5% | -2,408.1% | -22.4% |
| All | +28.3% | +2,620.5% | -2,592.2% | -22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 5y: compounded portfolio wealth divided by compounded MULL 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…
5y analysis · Full analysis span regression · 6 months rolling