+94.9%
WFC vs TE
-79.9%
+174.8%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -7.5% | +7.5% | +0.5% |
| 7D | +1.7% | -13.6% | +15.3% | +2.7% |
| 30D | +6.8% | -37.7% | +44.5% | +10.0% |
| 3M | -3.0% | -59.8% | +56.8% | +2.6% |
| 6M | +15.4% | -66.3% | +81.7% | +20.9% |
| YTD | -5.9% | -70.5% | +64.6% | -2.2% |
| 1Y | +1.7% | -48.8% | +50.5% | -0.1% |
| 3Y | +124.9% | +31.3% | +93.6% | +81.6% |
| 5Y | +90.5% | -82.0% | +172.5% | +76.9% |
| All | +94.9% | -79.9% | +174.8% | +89.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling