+126.7%
WFC vs URI
+206.8%
-80.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.8% | -2.4% |
| 7D | +1.1% | +2.5% | -1.5% | +0.1% |
| 30D | +0.8% | -12.5% | +13.4% | +5.6% |
| 3M | +9.3% | -6.2% | +15.5% | +10.9% |
| 6M | +10.6% | +25.9% | -15.2% | -1.0% |
| YTD | -4.1% | +26.2% | -30.3% | -15.4% |
| 1Y | +13.6% | +5.5% | +8.1% | +7.7% |
| 3Y | +130.7% | +125.0% | +5.8% | +52.1% |
| 5Y | +126.7% | +210.4% | -83.7% | +23.0% |
| All | +126.7% | +206.8% | -80.1% | +23.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling