+925.9%
WFC vs URI
+7,134.6%
-6,208.7%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.7% | +0.4% |
| 7D | +3.8% | -2.0% | +5.8% | +4.3% |
| 30D | +1.5% | -12.9% | +14.4% | +5.5% |
| 3M | +10.9% | -6.7% | +17.6% | +12.4% |
| 6M | +8.4% | +19.0% | -10.6% | +1.2% |
| YTD | -1.9% | +25.5% | -27.4% | -10.5% |
| 1Y | +12.3% | +5.5% | +6.8% | +7.6% |
| 3Y | +132.3% | +111.3% | +21.0% | +77.8% |
| 5Y | +130.1% | +198.6% | -68.5% | +56.4% |
| 10Y | +134.4% | +1,179.9% | -1,045.5% | +1.3% |
| All | +925.9% | +7,134.6% | -6,208.7% | +95.1% |
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