+133.3%
WFC vs UMC
+262.0%
-128.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.0% | -2.0% | +1.7% |
| 7D | +0.4% | +13.6% | -13.2% | -0.4% |
| 30D | +2.5% | +20.8% | -18.3% | +1.1% |
| 3M | +10.0% | +16.1% | -6.2% | +7.9% |
| 6M | +15.1% | +137.3% | -122.2% | +4.6% |
| YTD | -2.2% | +193.8% | -196.0% | -14.7% |
| 1Y | +13.5% | +236.1% | -222.6% | -3.6% |
| All | +133.3% | +262.0% | -128.6% | +85.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling