-20.0%
UNH vs WFC
+126.5%
-146.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.2% | +0.5% |
| 7D | +3.4% | +2.5% | +0.9% | +3.1% |
| 30D | +3.0% | +7.0% | -4.0% | +2.2% |
| 3M | +2.7% | -1.8% | +4.5% | +2.8% |
| 6M | +2.8% | +18.4% | -15.6% | +0.9% |
| YTD | +25.9% | -5.6% | +31.5% | +26.3% |
| 1Y | +25.8% | +3.9% | +21.9% | +24.9% |
| 3Y | -20.0% | +126.3% | -146.4% | -24.0% |
| All | -20.0% | +126.5% | -146.5% | -24.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling