+118.0%
WFC vs USAR
+74.0%
+44.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.3% | +0.9% |
| 7D | +3.8% | -2.1% | +5.9% | +3.8% |
| 30D | +1.5% | +2.6% | -1.1% | +1.4% |
| 3M | +10.9% | -35.0% | +45.9% | +11.3% |
| 6M | +8.4% | -6.9% | +15.3% | +8.1% |
| YTD | -1.9% | +48.0% | -49.9% | -2.9% |
| 1Y | +12.3% | +24.8% | -12.5% | +11.5% |
| 3Y | +132.3% | +73.2% | +59.1% | +138.8% |
| All | +118.0% | +74.0% | +44.0% | +118.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling