+132.8%
WFC vs TDY
+45.1%
+87.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.5% | -0.3% |
| 7D | +0.3% | -1.9% | +2.2% | +1.1% |
| 30D | +2.3% | -12.5% | +14.8% | +8.4% |
| 3M | +9.8% | -0.8% | +10.6% | +9.8% |
| 6M | +15.6% | -9.0% | +24.5% | +19.9% |
| YTD | -2.4% | +16.8% | -19.2% | -11.1% |
| 1Y | +13.8% | +9.5% | +4.4% | +7.0% |
| All | +132.8% | +45.1% | +87.7% | +85.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling