+2.5%
WFC vs USAR
-49.3%
+51.8%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -5.9% | +8.1% | +2.4% |
| 7D | +4.5% | -21.8% | +26.2% | +5.3% |
| 30D | +7.4% | -39.9% | +47.3% | +9.1% |
| 3M | -0.5% | -52.5% | +52.0% | +1.8% |
| 6M | +11.7% | -67.9% | +79.6% | +15.1% |
| YTD | -4.6% | -31.1% | +26.4% | -7.3% |
| 1Y | +2.5% | -49.8% | +52.4% | +1.4% |
| All | +2.5% | -49.3% | +51.8% | +1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 1y: compounded portfolio wealth divided by compounded USAR 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…
1y analysis · Full analysis span regression · 6 months rolling