+127.9%
WFC vs UMC
+134.9%
-6.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.5% | +2.3% | +0.1% |
| 7D | +0.3% | +11.4% | -11.1% | -1.4% |
| 30D | +2.3% | +16.8% | -14.5% | -0.3% |
| 3M | +9.8% | +19.1% | -9.3% | +4.6% |
| 6M | +15.6% | +137.4% | -121.9% | -5.4% |
| YTD | -2.4% | +186.4% | -188.8% | -25.0% |
| 1Y | +13.8% | +229.1% | -215.3% | -16.0% |
| 3Y | +134.6% | +257.9% | -123.2% | +63.7% |
| 5Y | +127.9% | +137.5% | -9.6% | +68.2% |
| All | +127.9% | +134.9% | -6.9% | +68.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling