+134.0%
WFC vs TER
+1,026.7%
-892.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +12.7% | -10.9% | -1.0% |
| 7D | +0.1% | -5.8% | +5.9% | +0.9% |
| 30D | +2.9% | -38.9% | +41.8% | +13.9% |
| 3M | -1.4% | -35.1% | +33.7% | +6.4% |
| 6M | +14.3% | -31.6% | +45.9% | +17.5% |
| YTD | -6.2% | +27.2% | -33.5% | -21.5% |
| 1Y | +1.6% | +35.2% | -33.6% | -16.8% |
| 3Y | +126.9% | +192.8% | -65.9% | +34.1% |
| 5Y | +94.0% | +72.4% | +21.5% | +30.7% |
| 10Y | +134.0% | +1,001.8% | -867.8% | -13.4% |
| All | +134.0% | +1,026.7% | -892.7% | -13.4% |
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