-12.6%
TLT vs WFC
+117.8%
-130.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.8% | -0.4% |
| 7D | -3.1% | +2.5% | -5.6% | -2.8% |
| 30D | +1.0% | +7.0% | -6.0% | +1.9% |
| 3M | -2.7% | -1.8% | -1.0% | -2.9% |
| 6M | -4.1% | +18.4% | -22.5% | -1.9% |
| YTD | -5.4% | -5.6% | +0.2% | -5.8% |
| 1Y | -7.0% | +3.9% | -10.9% | -6.3% |
| 3Y | +2.8% | +126.3% | -123.5% | +17.4% |
| 5Y | -35.4% | +91.1% | -126.5% | -27.1% |
| All | -12.6% | +117.8% | -130.4% | +6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WFC.
Daily Out/Under-Performance
Portfolio return minus WFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WFC 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 WFC 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