+3,922.7%
DELL vs WFC
+143.5%
+3,779.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.2% | -5.1% | -5.2% |
| 7D | -1.9% | +0.3% | -2.2% | -2.0% |
| 30D | +14.9% | +2.3% | +12.6% | +13.9% |
| 3M | +37.2% | +9.8% | +27.5% | +31.8% |
| 6M | +254.0% | +15.6% | +238.4% | +231.6% |
| YTD | +306.1% | -2.4% | +308.6% | +307.3% |
| 1Y | +312.3% | +13.8% | +298.5% | +285.2% |
| 3Y | +654.0% | +134.6% | +519.4% | +415.5% |
| 5Y | +1,055.3% | +127.9% | +927.4% | +690.0% |
| All | +3,922.7% | +143.5% | +3,779.2% | +2,518.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WFC.
Daily Out/Under-Performance
Portfolio return minus WFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WFC 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 WFC 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