+118.2%
WFC vs TPR
+386.9%
-268.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | +0.9% | +12.1% | -11.2% | -3.4% |
| 30D | +3.3% | +16.7% | -13.4% | -2.7% |
| 3M | -1.4% | -17.4% | +16.0% | +4.4% |
| 6M | +14.7% | +2.3% | +12.4% | +11.8% |
| YTD | -5.9% | +7.1% | -13.1% | -10.9% |
| 1Y | +1.8% | +29.5% | -27.6% | -10.4% |
| 3Y | +124.9% | +415.0% | -290.1% | +8.9% |
| 5Y | +92.7% | +261.5% | -168.7% | +2.6% |
| 10Y | +118.2% | +383.3% | -265.1% | -18.1% |
| All | +118.2% | +386.9% | -268.7% | -18.1% |
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