+136,006.0%
UNH vs WFC
+8,676.2%
+127,329.8%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.2% |
| 7D | +1.1% | +3.8% | -2.7% | 0.0% |
| 30D | -3.8% | +1.5% | -5.3% | -4.2% |
| 3M | +0.7% | +10.9% | -10.1% | -2.2% |
| 6M | +37.9% | +8.4% | +29.4% | +34.2% |
| YTD | +21.9% | -1.9% | +23.8% | +21.7% |
| 1Y | +31.4% | +12.3% | +19.0% | +26.1% |
| 3Y | -11.4% | +132.3% | -143.7% | -32.7% |
| 5Y | +2.5% | +130.1% | -127.5% | -23.8% |
| 10Y | +242.9% | +134.4% | +108.5% | +140.2% |
| All | +136,006.0% | +8,676.2% | +127,329.8% | +17,263.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling