+126.3%
WFC vs TER
+188.5%
-62.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.4% | +5.7% | +0.9% |
| 7D | +2.5% | +14.4% | -11.8% | +1.0% |
| 30D | +7.0% | -30.6% | +37.6% | +10.5% |
| 3M | -1.8% | -39.2% | +37.4% | +2.5% |
| 6M | +18.4% | -31.3% | +49.7% | +19.4% |
| YTD | -5.6% | +29.1% | -34.7% | -15.3% |
| 1Y | +3.9% | +47.4% | -43.6% | -8.9% |
| 3Y | +126.3% | +191.2% | -64.9% | +57.8% |
| All | +126.3% | +188.5% | -62.2% | +57.8% |
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