+145.0%
WFC vs TDY
+479.2%
-334.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.2% | -0.3% | +0.3% |
| 7D | +0.4% | -1.1% | +1.5% | +1.0% |
| 30D | +1.5% | -12.0% | +13.6% | +9.0% |
| 3M | +10.2% | -3.2% | +13.4% | +11.8% |
| 6M | +18.8% | -7.9% | +26.7% | +23.4% |
| YTD | -1.5% | +18.2% | -19.7% | -12.1% |
| 1Y | +13.5% | +6.7% | +6.9% | +7.3% |
| 3Y | +135.0% | +47.5% | +87.4% | +81.5% |
| 5Y | +130.1% | +39.5% | +90.6% | +80.1% |
| All | +145.0% | +479.2% | -334.3% | -10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 10y: compounded portfolio wealth divided by compounded TDY 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…
10y analysis · Full analysis span regression · 6 months rolling