+134.0%
WFC vs URI
+1,313.6%
-1,179.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +6.9% | -5.0% | -1.0% |
| 7D | +0.1% | -4.0% | +4.1% | +1.6% |
| 30D | +2.9% | +6.8% | -3.9% | -0.2% |
| 3M | -1.4% | -2.8% | +1.4% | -1.1% |
| 6M | +14.3% | +20.9% | -6.5% | +3.7% |
| YTD | -6.2% | +40.2% | -46.5% | -22.4% |
| 1Y | +1.6% | +34.1% | -32.5% | -14.3% |
| 3Y | +126.9% | +164.1% | -37.2% | +35.7% |
| 5Y | +94.0% | +199.3% | -105.4% | +5.3% |
| 10Y | +134.0% | +1,218.8% | -1,084.8% | -38.8% |
| All | +134.0% | +1,313.6% | -1,179.6% | -38.8% |
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