+8,091.1%
WFC vs TAP
+821.1%
+7,269.9%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.5% | +4.1% | +0.8% |
| 7D | +1.2% | +0.5% | +0.7% | +1.0% |
| 30D | +5.2% | +9.1% | -3.9% | +2.6% |
| 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% | -6.3% |
| 1Y | +0.3% | -4.4% | +4.7% | 0.0% |
| 3Y | +117.7% | -24.4% | +142.1% | +128.4% |
| 5Y | +88.4% | +2.1% | +86.3% | +80.1% |
| 10Y | +147.3% | -48.7% | +196.0% | +171.3% |
| All | +8,091.1% | +821.1% | +7,269.9% | +4,816.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling