+8,627.7%
WFC vs TRV
+6,617.1%
+2,010.6%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +1.7% |
| 7D | +3.8% | -0.1% | +3.9% | +3.8% |
| 30D | +1.5% | -3.4% | +4.9% | +3.6% |
| 3M | +10.9% | +26.4% | -15.5% | -5.1% |
| 6M | +8.4% | +19.3% | -10.9% | -3.9% |
| YTD | -1.9% | +28.3% | -30.2% | -17.1% |
| 1Y | +12.3% | +34.3% | -21.9% | -8.0% |
| 3Y | +132.3% | +140.1% | -7.8% | +28.6% |
| 5Y | +130.1% | +155.7% | -25.7% | +21.6% |
| 10Y | +134.4% | +285.5% | -151.2% | -4.0% |
| All | +8,627.7% | +6,617.1% | +2,010.6% | +902.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling