+311.6%
WFC vs WU
-21.8%
+333.5%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.0% | -0.4% |
| 7D | +2.5% | -2.0% | +4.5% | +3.6% |
| 30D | +7.0% | +11.4% | -4.4% | +0.2% |
| 3M | -1.8% | -6.8% | +5.1% | +1.3% |
| 6M | +18.4% | -14.6% | +33.0% | +24.5% |
| YTD | -5.6% | -20.6% | +15.0% | +2.4% |
| 1Y | +3.9% | -15.4% | +19.2% | +8.1% |
| 3Y | +126.3% | -23.6% | +149.9% | +139.1% |
| 5Y | +91.1% | -43.4% | +134.5% | +133.6% |
| 10Y | +118.5% | -38.8% | +157.3% | +146.0% |
| All | +311.6% | -21.8% | +333.5% | +239.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling