+112.4%
WFC vs URA
+266.3%
-153.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.8% |
| 7D | +2.5% | -1.5% | +4.1% | +2.8% |
| 30D | +7.0% | -10.4% | +17.4% | +9.8% |
| 3M | -1.8% | -29.6% | +27.9% | +6.9% |
| 6M | +18.4% | -40.3% | +58.7% | +33.7% |
| YTD | -5.6% | -25.5% | +19.9% | -2.1% |
| 1Y | +3.9% | -26.4% | +30.3% | +7.8% |
| 3Y | +126.3% | +31.4% | +94.9% | +85.2% |
| 5Y | +91.1% | +28.6% | +62.5% | +51.0% |
| All | +112.4% | +266.3% | -153.8% | -4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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