+13.5%
WFC vs TAP
-19.6%
+33.1%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.9% | +1.9% |
| 7D | +0.4% | -5.1% | +5.5% | +0.5% |
| 30D | +2.5% | -8.4% | +10.9% | +2.5% |
| 3M | +10.0% | -3.9% | +13.9% | +10.0% |
| 6M | +15.1% | -14.4% | +29.4% | +14.3% |
| YTD | -2.2% | -14.7% | +12.5% | -3.9% |
| 1Y | +13.5% | -18.7% | +32.1% | +9.4% |
| All | +13.5% | -19.6% | +33.1% | +9.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling