+4,681.2%
DELL vs WFC
+145.0%
+4,536.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.6% | +1.1% |
| 7D | +14.9% | +3.8% | +11.1% | +13.2% |
| 30D | +13.3% | +1.5% | +11.8% | +12.8% |
| 3M | +24.4% | +10.9% | +13.5% | +18.9% |
| 6M | +258.0% | +8.4% | +249.6% | +244.6% |
| YTD | +320.2% | -1.9% | +322.1% | +320.5% |
| 1Y | +319.1% | +12.3% | +306.7% | +293.8% |
| 3Y | +706.5% | +132.3% | +574.2% | +454.5% |
| 5Y | +1,071.9% | +130.1% | +941.8% | +699.7% |
| 10Y | +4,683.5% | +134.4% | +4,549.1% | +3,049.0% |
| All | +4,681.2% | +145.0% | +4,536.3% | +3,024.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling