+23.5%
WFC vs MULL
+1,351.1%
-1,327.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +24.0% | -24.0% | -0.8% |
| 7D | -1.3% | -2.5% | +1.3% | -1.5% |
| 30D | +3.6% | -40.1% | +43.7% | +4.8% |
| 3M | -1.3% | -28.2% | +26.9% | -1.2% |
| 6M | +18.0% | -39.6% | +57.6% | +14.7% |
| YTD | -5.9% | +262.6% | -268.5% | -22.6% |
| 1Y | +1.8% | +366.2% | -364.4% | -19.1% |
| All | +23.5% | +1,351.1% | -1,327.7% | -24.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling