+138.1%
WFC vs TPR
+325.8%
-187.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +3.8% | -2.3% | +6.1% | +4.7% |
| 30D | +1.5% | -23.0% | +24.4% | +10.7% |
| 3M | +10.9% | -12.5% | +23.3% | +15.0% |
| 6M | +8.4% | -21.4% | +29.9% | +16.2% |
| YTD | -1.9% | -3.5% | +1.6% | -3.0% |
| 1Y | +12.3% | +17.4% | -5.0% | +2.3% |
| 3Y | +132.3% | +291.3% | -158.9% | +25.3% |
| 5Y | +130.1% | +241.9% | -111.8% | +24.5% |
| All | +138.1% | +325.8% | -187.7% | -7.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling