+41.7%
DELL vs WFC
+17.4%
+24.3%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +0.3% | -7.5% | -7.3% |
| 7D | +4.9% | +2.5% | +2.4% | +3.6% |
| 30D | -32.1% | +7.0% | -39.1% | -34.0% |
| 3M | -30.2% | -1.8% | -28.5% | -28.4% |
| 6M | +41.7% | +18.4% | +23.3% | +45.1% |
| All | +41.7% | +17.4% | +24.3% | +45.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling