+132.1%
WFC vs TER
+1,753.0%
-1,620.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.2% | -6.4% | -3.2% |
| 7D | +1.1% | +11.0% | -9.9% | -1.5% |
| 30D | +0.8% | -1.9% | +2.7% | +0.7% |
| 3M | +9.3% | -0.7% | +9.9% | +5.8% |
| 6M | +10.6% | +36.4% | -25.7% | -4.5% |
| YTD | -4.1% | +92.4% | -96.5% | -25.7% |
| 1Y | +13.6% | +213.5% | -200.0% | -25.3% |
| 3Y | +130.7% | +277.2% | -146.5% | +33.0% |
| 5Y | +126.7% | +219.1% | -92.4% | +31.0% |
| 10Y | +132.1% | +1,744.2% | -1,612.1% | -29.7% |
| All | +132.1% | +1,753.0% | -1,620.8% | -29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TER.
Daily Out/Under-Performance
Portfolio return minus TER return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TER 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 TER 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