+132.1%
WFC vs TAP
-52.1%
+184.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.1% | +1.9% | -0.5% |
| 7D | +1.1% | -2.3% | +3.4% | +2.0% |
| 30D | +0.8% | -9.4% | +10.2% | +4.8% |
| 3M | +9.3% | -0.8% | +10.1% | +8.9% |
| 6M | +10.6% | -14.7% | +25.4% | +17.1% |
| YTD | -4.1% | -13.9% | +9.9% | +0.2% |
| 1Y | +13.6% | -18.6% | +32.2% | +21.0% |
| 3Y | +130.7% | -32.0% | +162.7% | +160.0% |
| 5Y | +126.7% | -1.0% | +127.7% | +104.5% |
| 10Y | +132.1% | -51.4% | +183.5% | +102.8% |
| All | +132.1% | -52.1% | +184.2% | +102.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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