+117.9%
WFC vs URI
+1,246.1%
-1,128.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.2% | -4.1% | -1.6% |
| 7D | -1.3% | +2.6% | -3.9% | -2.5% |
| 30D | +3.6% | +9.1% | -5.5% | -0.5% |
| 3M | -1.3% | +1.0% | -2.3% | -2.5% |
| 6M | +18.0% | +23.3% | -5.4% | +6.1% |
| YTD | -5.9% | +43.3% | -49.2% | -22.8% |
| 1Y | +1.8% | +35.9% | -34.1% | -14.7% |
| 3Y | +125.0% | +158.6% | -33.6% | +36.0% |
| 5Y | +92.0% | +213.1% | -121.2% | +2.3% |
| 10Y | +117.9% | +1,213.1% | -1,095.2% | -43.8% |
| All | +117.9% | +1,246.1% | -1,128.2% | -43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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