+126.3%
WFC vs UL
+36.1%
+90.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.7% | +0.4% |
| 7D | +2.5% | +1.1% | +1.4% | +2.5% |
| 30D | +7.0% | +4.5% | +2.5% | +7.1% |
| 3M | -1.8% | +6.5% | -8.2% | -1.5% |
| 6M | +18.4% | +18.2% | +0.2% | +19.3% |
| YTD | -5.6% | +4.7% | -10.3% | -6.1% |
| 1Y | +3.9% | +0.8% | +3.1% | +2.9% |
| 3Y | +126.3% | +35.9% | +90.4% | +127.8% |
| All | +126.3% | +36.1% | +90.3% | +127.8% |
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