+130.7%
WFC vs UL
+24.1%
+106.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -2.3% |
| 7D | +1.1% | -1.3% | +2.4% | +1.0% |
| 30D | +0.8% | +0.9% | -0.1% | +0.9% |
| 3M | +9.3% | +14.2% | -5.0% | +9.9% |
| 6M | +10.6% | -3.2% | +13.8% | +9.8% |
| YTD | -4.1% | -0.3% | -3.7% | -4.7% |
| 1Y | +13.6% | -8.8% | +22.3% | +11.9% |
| 3Y | +130.7% | +23.9% | +106.9% | +126.5% |
| All | +130.7% | +24.1% | +106.7% | +126.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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