+8,242.3%
WFC vs TAP
+810.2%
+7,432.1%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +3.0% | +2.2% |
| 7D | +0.1% | -7.8% | +7.9% | +2.3% |
| 30D | +2.9% | +7.1% | -4.2% | +0.9% |
| 3M | -1.4% | -7.0% | +5.6% | +0.2% |
| 6M | +14.3% | -3.8% | +18.1% | +14.8% |
| YTD | -6.2% | -11.7% | +5.5% | -4.3% |
| 1Y | +1.6% | -10.1% | +11.7% | +3.1% |
| 3Y | +126.9% | -23.7% | +150.6% | +137.4% |
| 5Y | +94.0% | +2.9% | +91.1% | +85.1% |
| 10Y | +134.0% | -49.5% | +183.5% | +157.8% |
| All | +8,242.3% | +810.2% | +7,432.1% | +4,922.8% |
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 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