+106.8%
WFC vs TRU
+243.6%
-136.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +2.5% | 0.0% | +2.5% | +2.5% |
| 30D | +7.0% | +21.3% | -14.3% | -0.7% |
| 3M | -1.8% | +0.2% | -2.0% | -2.8% |
| 6M | +18.4% | +22.4% | -4.0% | +7.6% |
| YTD | -5.6% | -4.8% | -0.8% | -6.9% |
| 1Y | +3.9% | -0.2% | +4.1% | +0.4% |
| 3Y | +126.3% | +57.9% | +68.4% | +73.4% |
| 5Y | +91.1% | -26.1% | +117.3% | +94.5% |
| 10Y | +118.5% | +184.8% | -66.3% | +44.2% |
| All | +106.8% | +243.6% | -136.7% | +33.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling