+142.7%
WFC vs TRI
+191.2%
-48.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | +0.1% |
| 7D | +0.3% | -14.4% | +14.7% | +4.8% |
| 30D | +2.3% | -8.1% | +10.4% | +4.4% |
| 3M | +9.8% | +17.5% | -7.8% | +2.2% |
| 6M | +15.6% | -5.0% | +20.5% | +14.5% |
| YTD | -2.4% | -24.7% | +22.3% | +5.0% |
| 1Y | +13.8% | -41.5% | +55.3% | +36.1% |
| 3Y | +134.6% | -20.3% | +155.0% | +133.9% |
| 5Y | +127.9% | -10.9% | +138.8% | +109.5% |
| All | +142.7% | +191.2% | -48.5% | +31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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