+327.8%
WFC vs WU
-19.6%
+347.4%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.8% | +1.4% |
| 7D | +3.8% | -0.8% | +4.6% | +4.2% |
| 30D | +1.5% | -1.1% | +2.6% | +1.9% |
| 3M | +10.9% | -3.9% | +14.7% | +10.0% |
| 6M | +8.4% | -20.7% | +29.1% | +19.3% |
| YTD | -1.9% | -18.4% | +16.5% | +5.6% |
| 1Y | +12.3% | -8.1% | +20.4% | +11.1% |
| 3Y | +132.3% | -24.2% | +156.5% | +146.9% |
| 5Y | +130.1% | -50.4% | +180.5% | +207.6% |
| 10Y | +134.4% | -40.0% | +174.4% | +169.1% |
| All | +327.8% | -19.6% | +347.4% | +249.7% |
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