+700.2%
WFC vs TDY
+6,954.6%
-6,254.4%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.6% | +2.5% |
| 7D | +0.4% | -1.8% | +2.3% | +1.1% |
| 30D | +2.5% | -13.8% | +16.2% | +7.5% |
| 3M | +10.0% | -3.9% | +13.9% | +11.2% |
| 6M | +15.1% | -9.0% | +24.1% | +18.3% |
| YTD | -2.2% | +16.5% | -18.7% | -7.7% |
| 1Y | +13.5% | +9.3% | +4.2% | +9.3% |
| 3Y | +135.2% | +45.1% | +90.1% | +105.7% |
| 5Y | +128.3% | +35.0% | +93.3% | +103.3% |
| 10Y | +142.4% | +469.0% | -326.6% | +41.6% |
| All | +700.2% | +6,954.6% | -6,254.4% | +236.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling