-19.3%
TLT vs WFC
+134.1%
-153.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | -0.3% |
| 7D | +0.4% | +1.1% | -0.7% | +0.5% |
| 30D | -0.3% | +0.8% | -1.1% | -0.2% |
| 3M | -1.7% | +9.3% | -11.0% | -0.5% |
| 6M | -4.9% | +10.6% | -15.5% | -3.5% |
| YTD | -2.8% | -4.1% | +1.3% | -3.1% |
| 1Y | -4.2% | +13.6% | -17.8% | -2.2% |
| 3Y | -1.1% | +130.7% | -131.8% | +13.5% |
| 5Y | -33.7% | +126.7% | -160.4% | -22.8% |
| All | -19.3% | +134.1% | -153.4% | +4.1% |
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