+95.6%
WFC vs TE
-80.5%
+176.1%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.0% | +3.4% | +0.6% |
| 7D | +2.5% | -19.1% | +21.6% | +4.0% |
| 30D | +7.0% | -34.1% | +41.1% | +9.7% |
| 3M | -1.8% | -60.1% | +58.4% | +4.0% |
| 6M | +18.4% | -66.0% | +84.4% | +23.9% |
| YTD | -5.6% | -71.4% | +65.8% | -1.7% |
| 1Y | +3.9% | -45.3% | +49.2% | +1.4% |
| 3Y | +126.3% | +9.1% | +117.2% | +86.1% |
| 5Y | +91.1% | -82.6% | +173.7% | +77.9% |
| All | +95.6% | -80.5% | +176.1% | +90.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 TE 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