-7.0%
TLT vs WFC
+2.1%
-9.1%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.8% | -0.4% |
| 7D | -3.1% | +2.5% | -5.6% | -3.2% |
| 30D | +1.0% | +7.0% | -6.0% | +0.9% |
| 3M | -2.7% | -1.8% | -1.0% | -2.8% |
| 6M | -4.1% | +18.4% | -22.5% | -4.0% |
| YTD | -5.4% | -5.6% | +0.2% | -6.5% |
| 1Y | -7.0% | +3.9% | -10.9% | -8.7% |
| All | -7.0% | +2.1% | -9.1% | -8.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling