+133.3%
WFC vs TRI
-19.2%
+152.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.9% | +3.8% | +2.1% |
| 7D | +0.4% | -8.4% | +8.8% | +1.2% |
| 30D | +2.5% | -6.5% | +8.9% | +2.9% |
| 3M | +10.0% | +18.6% | -8.6% | +7.3% |
| 6M | +15.1% | -10.4% | +25.5% | +16.1% |
| YTD | -2.2% | -23.7% | +21.5% | +1.2% |
| 1Y | +13.5% | -42.5% | +55.9% | +23.3% |
| All | +133.3% | -19.2% | +152.6% | +133.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling