+129.3%
WFC vs TPR
+239.8%
-110.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +3.8% | -2.3% | +6.1% | +4.5% |
| 30D | +1.5% | -23.0% | +24.4% | +8.8% |
| 3M | +10.9% | -12.5% | +23.3% | +14.1% |
| 6M | +8.4% | -21.4% | +29.9% | +14.6% |
| YTD | -1.9% | -3.5% | +1.6% | -2.7% |
| 1Y | +12.3% | +17.4% | -5.0% | +4.2% |
| 3Y | +132.3% | +291.3% | -158.9% | +38.8% |
| All | +129.3% | +239.8% | -110.5% | +42.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling