+857.1%
WFC vs URI
+7,462.1%
-6,604.9%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.3% |
| 7D | +0.6% | -9.8% | +10.4% | +3.6% |
| 30D | +4.6% | +1.7% | +2.8% | +3.9% |
| 3M | -3.6% | -9.1% | +5.4% | -1.4% |
| 6M | +5.6% | +9.9% | -4.3% | +1.6% |
| YTD | -8.5% | +31.2% | -39.7% | -17.9% |
| 1Y | -0.3% | +25.9% | -26.2% | -9.5% |
| 3Y | +116.4% | +147.4% | -30.9% | +58.0% |
| 5Y | +87.2% | +179.7% | -92.5% | +29.5% |
| 10Y | +145.8% | +1,419.5% | -1,273.7% | +1.5% |
| All | +857.1% | +7,462.1% | -6,604.9% | +79.1% |
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