+8,627.7%
WFC vs UL
+2,661.1%
+5,966.6%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +0.9% | +0.9% |
| 7D | +3.8% | -1.3% | +5.1% | +4.4% |
| 30D | +1.5% | +0.5% | +1.0% | +1.2% |
| 3M | +10.9% | +17.6% | -6.7% | +2.4% |
| 6M | +8.4% | -5.4% | +13.8% | +10.2% |
| YTD | -1.9% | +0.7% | -2.6% | -3.5% |
| 1Y | +12.3% | -9.3% | +21.6% | +15.4% |
| 3Y | +132.3% | +24.5% | +107.8% | +100.8% |
| 5Y | +130.1% | +23.2% | +106.9% | +96.0% |
| 10Y | +134.4% | +64.5% | +69.9% | +68.4% |
| All | +8,627.7% | +2,661.1% | +5,966.6% | +1,613.3% |
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