+8,272.6%
WFC vs UL
+2,729.0%
+5,543.5%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.1% | +0.5% |
| 7D | -1.3% | -1.7% | +0.4% | -0.6% |
| 30D | +3.6% | +4.5% | -0.9% | +1.4% |
| 3M | -1.3% | +5.5% | -6.8% | -4.0% |
| 6M | +18.0% | +17.0% | +1.0% | +8.9% |
| YTD | -5.9% | +3.2% | -9.1% | -8.7% |
| 1Y | +1.8% | -1.9% | +3.7% | +0.8% |
| 3Y | +125.0% | +33.6% | +91.5% | +87.8% |
| 5Y | +92.0% | +31.5% | +60.5% | +58.2% |
| 10Y | +117.9% | +103.9% | +14.0% | +41.1% |
| All | +8,272.6% | +2,729.0% | +5,543.5% | +1,521.6% |
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