+1.5%
WFC vs TPR
+31.4%
-29.9%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.5% | -0.6% | +1.3% |
| 7D | +0.1% | +12.7% | -12.6% | -2.5% |
| 30D | +2.9% | +17.1% | -14.1% | -0.6% |
| 3M | -1.4% | -15.9% | +14.4% | +1.5% |
| 6M | +14.3% | +2.6% | +11.7% | +11.5% |
| YTD | -6.2% | +7.5% | -13.7% | -7.8% |
| All | +1.5% | +31.4% | -29.9% | -4.7% |
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