+117.7%
WFC vs TER
+150.3%
-32.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.0% | -0.7% |
| 7D | +1.2% | -20.5% | +21.7% | +3.4% |
| 30D | +5.2% | -47.0% | +52.2% | +11.9% |
| 3M | -3.0% | -43.3% | +40.2% | +1.9% |
| 6M | +6.2% | -42.9% | +49.1% | +9.5% |
| YTD | -7.9% | +12.9% | -20.8% | -16.1% |
| 1Y | +0.3% | +18.2% | -17.9% | -9.5% |
| 3Y | +117.7% | +151.8% | -34.1% | +51.7% |
| All | +117.7% | +150.3% | -32.6% | +51.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling