+1,145.9%
DELL vs WFC
+128.9%
+1,017.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +0.9% | +11.0% | +11.5% |
| 7D | +8.2% | +0.4% | +7.9% | +8.0% |
| 30D | +17.1% | +1.5% | +15.6% | +16.3% |
| 3M | +45.2% | +10.2% | +35.0% | +38.4% |
| 6M | +286.8% | +18.8% | +268.0% | +254.4% |
| YTD | +354.8% | -1.5% | +356.3% | +354.9% |
| 1Y | +358.3% | +13.5% | +344.7% | +324.1% |
| 3Y | +724.9% | +135.0% | +589.9% | +426.8% |
| All | +1,145.9% | +128.9% | +1,017.1% | +729.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling