+2.5%
WFC vs TPR
+20.9%
-18.3%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.5% | -1.3% | +1.5% |
| 7D | +4.5% | +12.6% | -8.2% | +1.9% |
| 30D | +7.4% | +7.1% | +0.2% | +5.8% |
| 3M | -0.5% | -19.4% | +18.8% | +3.0% |
| 6M | +11.7% | -9.7% | +21.4% | +11.9% |
| YTD | -4.6% | -1.0% | -3.6% | -4.6% |
| 1Y | +2.5% | +19.3% | -16.8% | -0.5% |
| All | +2.5% | +20.9% | -18.3% | -0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 1y: compounded portfolio wealth divided by compounded TPR 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…
1y analysis · Full analysis span regression · 6 months rolling