+301.0%
WFC vs U
-43.0%
+344.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.6% | -4.9% | -2.4% |
| 7D | +1.1% | +4.5% | -3.4% | +0.7% |
| 30D | +0.8% | -0.6% | +1.4% | +0.8% |
| 3M | +9.3% | +48.4% | -39.2% | +5.4% |
| 6M | +10.6% | +115.4% | -104.7% | +3.0% |
| YTD | -4.1% | -3.2% | -0.9% | -5.3% |
| 1Y | +13.6% | -6.0% | +19.6% | +11.8% |
| 3Y | +130.7% | +13.5% | +117.3% | +116.0% |
| 5Y | +126.7% | -68.0% | +194.7% | +107.1% |
| All | +301.0% | -43.0% | +344.0% | +274.0% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 U 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