+142.7%
WFC vs TRU
+144.8%
-2.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | +0.3% | -9.4% | +9.7% | +3.9% |
| 30D | +2.3% | -4.1% | +6.4% | +3.5% |
| 3M | +9.8% | +13.6% | -3.8% | +3.3% |
| 6M | +15.6% | +3.6% | +12.0% | +12.0% |
| YTD | -2.4% | -9.8% | +7.4% | -1.2% |
| 1Y | +13.8% | -13.6% | +27.5% | +16.5% |
| 3Y | +134.6% | -2.0% | +136.6% | +116.1% |
| 5Y | +127.9% | -35.8% | +163.7% | +150.8% |
| All | +142.7% | +144.8% | -2.1% | +90.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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