+142.9%
WFC vs TPR
+383.4%
-240.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.1% |
| 7D | +1.2% | +14.2% | -13.0% | -3.7% |
| 30D | +5.2% | +17.1% | -11.9% | -1.0% |
| 3M | -3.0% | -17.7% | +14.7% | +2.9% |
| 6M | +6.2% | -10.2% | +16.4% | +8.2% |
| YTD | -7.9% | +4.9% | -12.8% | -12.1% |
| 1Y | +0.3% | +36.1% | -35.9% | -13.5% |
| 3Y | +117.7% | +416.5% | -298.7% | +5.0% |
| 5Y | +88.4% | +254.8% | -166.4% | +0.8% |
| All | +142.9% | +383.4% | -240.5% | -9.3% |
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