+142.7%
WFC vs WU
-39.5%
+182.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | +0.1% |
| 7D | +0.3% | -5.0% | +5.3% | +2.6% |
| 30D | +2.3% | -2.3% | +4.6% | +3.2% |
| 3M | +9.8% | -3.2% | +13.0% | +8.7% |
| 6M | +15.6% | -25.0% | +40.6% | +29.0% |
| YTD | -2.4% | -21.7% | +19.2% | +6.0% |
| 1Y | +13.8% | -9.0% | +22.8% | +13.2% |
| 3Y | +134.6% | -28.9% | +163.5% | +156.4% |
| 5Y | +127.9% | -51.0% | +178.9% | +203.4% |
| All | +142.7% | -39.5% | +182.2% | +189.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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