+139.3%
WFC vs TAP
-27.5%
+166.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.0% | +0.9% |
| 7D | +3.8% | -2.3% | +6.1% | +4.1% |
| 30D | +1.5% | -2.1% | +3.6% | +1.7% |
| 3M | +10.9% | +6.6% | +4.2% | +9.6% |
| 6M | +8.4% | -11.5% | +19.9% | +10.2% |
| YTD | -1.9% | -10.3% | +8.4% | -1.2% |
| 1Y | +12.3% | -14.4% | +26.7% | +14.2% |
| All | +139.3% | -27.5% | +166.8% | +143.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling