+112.4%
WFC vs WU
-38.9%
+151.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.0% | -0.3% |
| 7D | +2.5% | -2.0% | +4.5% | +3.4% |
| 30D | +7.0% | +11.4% | -4.4% | +1.5% |
| 3M | -1.8% | -6.8% | +5.1% | +0.8% |
| 6M | +18.4% | -14.6% | +33.0% | +23.8% |
| YTD | -5.6% | -20.6% | +15.0% | +1.4% |
| 1Y | +3.9% | -15.4% | +19.2% | +7.7% |
| 3Y | +126.3% | -23.6% | +149.9% | +138.0% |
| 5Y | +91.1% | -43.4% | +134.5% | +132.6% |
| All | +112.4% | -38.9% | +151.3% | +147.2% |
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