+216.1%
UNH vs WFC
+117.8%
+98.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.2% | +0.5% |
| 7D | +3.4% | +2.5% | +0.9% | +2.7% |
| 30D | +3.0% | +7.0% | -4.0% | +1.0% |
| 3M | +2.7% | -1.8% | +4.5% | +3.1% |
| 6M | +2.8% | +18.4% | -15.6% | -2.3% |
| YTD | +25.9% | -5.6% | +31.5% | +26.9% |
| 1Y | +25.8% | +3.9% | +21.9% | +23.3% |
| 3Y | -20.0% | +126.3% | -146.4% | -40.3% |
| 5Y | -2.8% | +91.1% | -94.0% | -25.4% |
| All | +216.1% | +117.8% | +98.3% | +118.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling