+111.7%
WFC vs TPR
+365.1%
-253.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | +1.7% | -1.1% | +2.9% | +2.2% |
| 30D | +6.8% | +15.1% | -8.3% | +1.2% |
| 3M | -3.0% | -13.4% | +10.4% | +1.1% |
| 6M | +15.4% | +1.4% | +14.1% | +12.8% |
| YTD | -5.9% | +4.8% | -10.7% | -10.1% |
| 1Y | +1.7% | +29.2% | -27.5% | -10.4% |
| 3Y | +124.9% | +403.7% | -278.8% | +9.8% |
| 5Y | +90.5% | +230.8% | -140.4% | +5.3% |
| All | +111.7% | +365.1% | -253.3% | -18.8% |
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