+684.7%
WFC vs UMC
+259.6%
+425.1%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.6% | -3.7% | -0.2% |
| 7D | +3.8% | +5.0% | -1.2% | +2.6% |
| 30D | +1.5% | +7.7% | -6.2% | -0.4% |
| 3M | +10.9% | +1.7% | +9.2% | +8.0% |
| 6M | +8.4% | +113.9% | -105.5% | -12.5% |
| YTD | -1.9% | +168.9% | -170.8% | -26.1% |
| 1Y | +12.3% | +207.2% | -194.9% | -18.3% |
| 3Y | +132.3% | +227.7% | -95.4% | +62.8% |
| 5Y | +130.1% | +118.0% | +12.0% | +73.6% |
| 10Y | +134.4% | +1,682.1% | -1,547.7% | -3.8% |
| All | +684.7% | +259.6% | +425.1% | +201.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling