+8,091.0%
WFC vs TER
+8,630.0%
-538.9%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.0% | -0.9% |
| 7D | +1.2% | -20.5% | +21.7% | +5.5% |
| 30D | +5.2% | -47.0% | +52.2% | +18.2% |
| 3M | -3.0% | -43.3% | +40.2% | +6.5% |
| 6M | +6.2% | -42.9% | +49.1% | +13.5% |
| YTD | -7.9% | +12.9% | -20.8% | -16.2% |
| 1Y | +0.3% | +18.2% | -17.9% | -9.8% |
| 3Y | +117.7% | +151.8% | -34.1% | +59.5% |
| 5Y | +88.4% | +54.2% | +34.1% | +49.1% |
| 10Y | +147.3% | +908.2% | -761.0% | +30.3% |
| All | +8,091.0% | +8,630.0% | -538.9% | +2,124.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling