+576.1%
WFC vs TRI
+584.3%
-8.2%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +2.5% | -2.9% | +5.4% | +4.1% |
| 30D | +7.0% | +3.7% | +3.3% | +3.6% |
| 3M | -1.8% | +3.7% | -5.5% | -6.4% |
| 6M | +18.4% | +35.1% | -16.7% | -7.7% |
| YTD | -5.6% | -14.0% | +8.4% | -6.5% |
| 1Y | +3.9% | -19.0% | +22.8% | +6.8% |
| 3Y | +126.3% | -12.0% | +138.3% | +108.6% |
| 5Y | +91.1% | +0.6% | +90.5% | +56.0% |
| 10Y | +118.5% | +225.4% | -106.9% | -28.4% |
| All | +576.1% | +584.3% | -8.2% | +23.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling