+142.7%
WFC vs UMC
+1,818.5%
-1,675.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.5% | +2.3% | +0.2% |
| 7D | +0.3% | +11.4% | -11.1% | -1.5% |
| 30D | +2.3% | +16.8% | -14.5% | -0.4% |
| 3M | +9.8% | +19.1% | -9.3% | +4.8% |
| 6M | +15.6% | +137.4% | -121.9% | -3.7% |
| YTD | -2.4% | +186.4% | -188.8% | -22.6% |
| 1Y | +13.8% | +229.1% | -215.3% | -12.5% |
| 3Y | +134.6% | +257.9% | -123.2% | +74.2% |
| 5Y | +127.9% | +137.5% | -9.6% | +77.8% |
| All | +142.7% | +1,818.5% | -1,675.8% | +18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 10y: compounded portfolio wealth divided by compounded UMC 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…
10y analysis · Full analysis span regression · 6 months rolling