+111.7%
WFC vs TER
+1,060.7%
-948.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.7% | +0.1% |
| 7D | +1.7% | +24.0% | -22.2% | -3.3% |
| 30D | +6.8% | -30.6% | +37.5% | +14.8% |
| 3M | -3.0% | -34.5% | +31.5% | +4.5% |
| 6M | +15.4% | -26.4% | +41.8% | +16.5% |
| YTD | -5.9% | +36.4% | -42.3% | -22.6% |
| 1Y | +1.7% | +47.4% | -45.8% | -18.5% |
| 3Y | +124.9% | +202.6% | -77.7% | +32.4% |
| 5Y | +90.5% | +83.9% | +6.6% | +26.5% |
| All | +111.7% | +1,060.7% | -948.9% | -26.6% |
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