+122.9%
WFC vs TRV
+162.8%
-40.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.1% | -1.1% | -0.1% |
| 7D | +0.4% | +1.9% | -1.6% | -0.6% |
| 30D | +1.5% | +1.7% | -0.2% | +0.6% |
| 3M | +10.2% | +23.9% | -13.7% | -2.2% |
| 6M | +18.8% | +26.3% | -7.5% | +4.2% |
| YTD | -1.5% | +30.8% | -32.3% | -15.4% |
| 1Y | +13.5% | +36.3% | -22.8% | -4.9% |
| 3Y | +135.0% | +145.0% | -10.1% | +32.5% |
| All | +122.9% | +162.8% | -40.0% | +17.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling