+63.3%
UBER vs WFC
+92.6%
-29.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +1.2% | -1.3% | +2.4% | +1.8% |
| 30D | -1.1% | +3.6% | -4.7% | -2.8% |
| 3M | -10.0% | -1.3% | -8.7% | -9.7% |
| 6M | -7.2% | +18.0% | -25.2% | -14.9% |
| YTD | -13.5% | -5.9% | -7.6% | -12.2% |
| 1Y | -24.5% | +1.8% | -26.3% | -26.3% |
| 3Y | +37.0% | +125.0% | -88.0% | -16.6% |
| 5Y | +63.3% | +92.0% | -28.7% | +8.4% |
| All | +63.3% | +92.6% | -29.3% | +8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WFC.
Daily Out/Under-Performance
Portfolio return minus WFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WFC 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 WFC 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