+102.1%
WFC vs TE
-53.2%
+155.3%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.7% | +6.5% | +0.2% |
| 7D | +0.3% | +0.9% | -0.6% | +0.1% |
| 30D | +2.3% | -16.3% | +18.6% | +3.3% |
| 3M | +9.8% | -40.8% | +50.5% | +12.5% |
| 6M | +15.6% | -42.6% | +58.2% | +16.6% |
| YTD | -2.4% | -31.4% | +29.0% | -3.9% |
| 1Y | +13.8% | +144.9% | -131.1% | -2.3% |
| 3Y | +134.6% | -26.0% | +160.7% | +104.9% |
| 5Y | +127.9% | -48.5% | +176.4% | +97.1% |
| All | +102.1% | -53.2% | +155.3% | +86.0% |
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