+142.7%
WFC vs TRV
+298.6%
-155.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.8% | -0.6% |
| 7D | +0.3% | -1.5% | +1.8% | +1.3% |
| 30D | +2.3% | -1.8% | +4.1% | +3.5% |
| 3M | +9.8% | +21.6% | -11.8% | -5.5% |
| 6M | +15.6% | +22.5% | -6.9% | -1.2% |
| YTD | -2.4% | +28.1% | -30.6% | -19.5% |
| 1Y | +13.8% | +37.0% | -23.2% | -10.9% |
| 3Y | +134.6% | +141.9% | -7.2% | +14.1% |
| 5Y | +127.9% | +158.5% | -30.6% | +3.0% |
| All | +142.7% | +298.6% | -155.9% | -21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV 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 TRV 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