+117.2%
WFC vs USAR
+68.6%
+48.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.4% | +5.3% | +2.0% |
| 7D | +0.4% | -4.4% | +4.9% | +0.5% |
| 30D | +2.5% | -10.4% | +12.9% | +2.6% |
| 3M | +10.0% | -18.4% | +28.4% | +10.1% |
| 6M | +15.1% | -8.8% | +23.9% | +14.7% |
| YTD | -2.2% | +43.4% | -45.6% | -3.2% |
| 1Y | +13.5% | +21.0% | -7.5% | +12.7% |
| 3Y | +135.2% | +67.7% | +67.5% | +141.8% |
| All | +117.2% | +68.6% | +48.7% | +117.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling