+86.8%
WFC vs TAP
+2.0%
+84.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.5% | +4.1% | +0.7% |
| 7D | +1.2% | +0.5% | +0.7% | +1.1% |
| 30D | +5.2% | +9.1% | -3.9% | +2.8% |
| 3M | -3.0% | -3.8% | +0.8% | -2.4% |
| 6M | +6.2% | -3.4% | +9.6% | +6.5% |
| YTD | -7.9% | -10.6% | +2.7% | -6.5% |
| 1Y | +0.3% | -4.4% | +4.7% | -0.5% |
| 3Y | +117.7% | -24.4% | +142.1% | +127.9% |
| All | +86.8% | +2.0% | +84.8% | +58.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling