+587.1%
WFC vs TRI
+518.6%
+68.5%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -6.5% | +4.3% | +1.5% |
| 7D | +1.1% | -7.1% | +8.1% | +4.9% |
| 30D | +0.8% | -2.3% | +3.1% | +1.2% |
| 3M | +9.3% | +19.6% | -10.3% | -5.3% |
| 6M | +10.6% | -8.7% | +19.3% | +9.8% |
| YTD | -4.1% | -22.3% | +18.2% | +2.5% |
| 1Y | +13.6% | -40.7% | +54.2% | +44.0% |
| 3Y | +130.7% | -17.8% | +148.5% | +123.8% |
| 5Y | +126.7% | -8.5% | +135.2% | +98.3% |
| 10Y | +132.1% | +192.6% | -60.4% | -17.7% |
| All | +587.1% | +518.6% | +68.5% | +35.9% |
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