+8,268.6%
WFC vs UL
+2,739.8%
+5,528.9%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.2% |
| 7D | +1.7% | -2.5% | +4.2% | +2.9% |
| 30D | +6.8% | +5.7% | +1.2% | +4.1% |
| 3M | -3.0% | +7.0% | -10.0% | -6.2% |
| 6M | +15.4% | +16.1% | -0.7% | +6.9% |
| YTD | -5.9% | +3.6% | -9.5% | -8.9% |
| 1Y | +1.7% | -1.4% | +3.0% | +0.4% |
| 3Y | +124.9% | +34.1% | +90.8% | +87.4% |
| 5Y | +90.5% | +32.0% | +58.5% | +56.7% |
| 10Y | +117.8% | +104.7% | +13.1% | +40.8% |
| All | +8,268.6% | +2,739.8% | +5,528.9% | +1,518.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling