+129.3%
WFC vs U
-68.9%
+198.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.0% |
| 7D | +3.8% | -3.8% | +7.6% | +4.2% |
| 30D | +1.5% | +17.5% | -16.0% | -0.4% |
| 3M | +10.9% | +38.7% | -27.9% | +6.7% |
| 6M | +8.4% | +104.4% | -96.0% | -0.5% |
| YTD | -1.9% | -5.7% | +3.8% | -3.2% |
| 1Y | +12.3% | +3.7% | +8.7% | +8.9% |
| 3Y | +132.3% | +12.3% | +120.0% | +114.1% |
| All | +129.3% | -68.9% | +198.2% | +117.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling