+128.3%
WFC vs TE
-43.0%
+171.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.0% | +4.9% | +2.2% |
| 7D | +0.4% | +15.0% | -14.5% | -0.6% |
| 30D | +2.5% | -7.5% | +10.0% | +2.8% |
| 3M | +10.0% | -42.0% | +51.9% | +12.9% |
| 6M | +15.1% | -31.4% | +46.5% | +14.5% |
| YTD | -2.2% | -26.5% | +24.3% | -4.2% |
| 1Y | +13.5% | +153.1% | -139.6% | -2.9% |
| 3Y | +135.2% | -20.7% | +155.9% | +105.3% |
| 5Y | +128.3% | -45.4% | +173.8% | +91.3% |
| All | +128.3% | -43.0% | +171.4% | +91.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling