+883.7%
WFC vs URI
+7,815.7%
-6,932.1%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +0.9% |
| 7D | +0.9% | -6.0% | +6.8% | +2.5% |
| 30D | +3.3% | +4.6% | -1.3% | +1.7% |
| 3M | -1.4% | -2.7% | +1.3% | -1.2% |
| 6M | +14.7% | +18.4% | -3.7% | +7.9% |
| YTD | -5.9% | +37.4% | -43.3% | -16.8% |
| 1Y | +1.8% | +30.4% | -28.5% | -8.5% |
| 3Y | +124.9% | +147.9% | -23.0% | +64.0% |
| 5Y | +92.7% | +202.1% | -109.3% | +30.4% |
| 10Y | +118.2% | +1,182.4% | -1,064.2% | -5.9% |
| All | +883.7% | +7,815.7% | -6,932.1% | +81.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling