+388.0%
DELL vs WFC
+126.5%
+261.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +0.3% | -7.5% | -7.3% |
| 7D | +4.9% | +2.5% | +2.4% | +3.7% |
| 30D | -32.1% | +7.0% | -39.1% | -34.2% |
| 3M | -30.2% | -1.8% | -28.5% | -29.6% |
| 6M | +41.7% | +18.4% | +23.3% | +31.0% |
| YTD | +176.6% | -5.6% | +182.2% | +183.0% |
| 1Y | +159.9% | +3.9% | +156.1% | +153.2% |
| 3Y | +388.0% | +126.3% | +261.6% | +273.1% |
| All | +388.0% | +126.5% | +261.5% | +273.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling