+342.1%
WFC vs URA
-51.6%
+393.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.4% | -4.8% | -1.7% |
| 7D | +1.2% | -4.1% | +5.4% | +2.4% |
| 30D | +5.2% | -19.0% | +24.2% | +11.5% |
| 3M | -3.0% | -25.1% | +22.1% | +4.6% |
| 6M | +6.2% | -44.5% | +50.7% | +24.0% |
| YTD | -7.9% | -24.3% | +16.4% | -4.3% |
| 1Y | +0.3% | -28.1% | +28.4% | +5.5% |
| 3Y | +117.7% | +40.7% | +77.1% | +73.7% |
| 5Y | +88.4% | +35.5% | +52.9% | +45.5% |
| 10Y | +147.3% | +281.2% | -133.9% | +17.5% |
| All | +342.1% | -51.6% | +393.7% | +284.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling