+6.9%
TLT vs WFC
+115.4%
-108.5%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | +0.1% | +1.2% | -1.1% | +0.1% |
| 30D | +6.2% | +5.2% | +1.0% | +6.2% |
| 3M | +0.1% | -3.0% | +3.1% | 0.0% |
| 6M | -3.0% | +6.2% | -9.2% | -2.8% |
| YTD | -2.7% | -7.9% | +5.2% | -2.9% |
| 1Y | -4.8% | +0.3% | -5.1% | -4.9% |
| 3Y | +6.9% | +117.7% | -110.8% | +4.2% |
| All | +6.9% | +115.4% | -108.5% | +4.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling