+125.7%
WFC vs WU
-23.1%
+148.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.0% | +3.1% | +0.6% |
| 7D | -1.3% | +2.1% | -3.4% | -1.8% |
| 30D | +3.6% | +10.1% | -6.6% | +1.5% |
| 3M | -1.3% | -1.1% | -0.2% | -1.4% |
| 6M | +18.0% | -19.8% | +37.8% | +22.7% |
| YTD | -5.9% | -20.8% | +14.9% | -2.2% |
| 1Y | +1.8% | -15.1% | +16.9% | +3.6% |
| All | +125.7% | -23.1% | +148.8% | +134.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling