+111.7%
WFC vs URA
+272.2%
-160.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.8% | +3.8% | +1.0% |
| 7D | +1.7% | +4.5% | -2.7% | +0.4% |
| 30D | +6.8% | -13.4% | +20.3% | +10.7% |
| 3M | -3.0% | -28.4% | +25.4% | +5.1% |
| 6M | +15.4% | -40.5% | +55.9% | +30.5% |
| YTD | -5.9% | -24.3% | +18.4% | -2.8% |
| 1Y | +1.7% | -28.8% | +30.5% | +6.6% |
| 3Y | +124.9% | +37.6% | +87.3% | +81.3% |
| 5Y | +90.5% | +30.7% | +59.8% | +49.8% |
| All | +111.7% | +272.2% | -160.5% | -5.1% |
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