+3.5%
UNH vs WFC
+131.0%
-127.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.9% | -3.9% | -2.3% |
| 7D | -1.7% | +0.4% | -2.1% | -1.7% |
| 30D | -3.8% | +2.5% | -6.3% | -4.2% |
| 3M | -4.3% | +10.0% | -14.3% | -5.8% |
| 6M | +38.6% | +15.1% | +23.6% | +35.2% |
| YTD | +20.7% | -2.2% | +22.9% | +20.7% |
| 1Y | +16.0% | +13.5% | +2.5% | +13.1% |
| 3Y | -13.5% | +135.2% | -148.7% | -27.8% |
| 5Y | +3.5% | +128.3% | -124.8% | -16.2% |
| All | +3.5% | +131.0% | -127.5% | -16.2% |
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