+371.0%
WFC vs URA
-31.1%
+402.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.6% |
| 7D | +3.8% | +1.1% | +2.7% | +3.4% |
| 30D | +1.5% | +7.4% | -5.9% | -1.0% |
| 3M | +10.9% | -8.4% | +19.3% | +12.5% |
| 6M | +8.4% | -12.7% | +21.1% | +10.5% |
| YTD | -1.9% | +7.8% | -9.7% | -7.6% |
| 1Y | +12.3% | +19.5% | -7.1% | +1.0% |
| 3Y | +132.3% | +116.4% | +15.9% | +63.0% |
| 5Y | +130.1% | +134.3% | -4.2% | +47.5% |
| 10Y | +134.4% | +359.3% | -224.9% | +7.0% |
| All | +371.0% | -31.1% | +402.2% | +271.5% |
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