+247.6%
DIA vs WFC
+145.8%
+101.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | 0.0% | +0.6% |
| 7D | -1.6% | +0.4% | -1.9% | -1.7% |
| 30D | -2.0% | +1.5% | -3.6% | -2.7% |
| 3M | +3.6% | +10.2% | -6.6% | -0.3% |
| 6M | +11.5% | +18.8% | -7.3% | +3.9% |
| YTD | +10.4% | -1.5% | +11.9% | +10.1% |
| 1Y | +15.6% | +13.5% | +2.0% | +8.9% |
| 3Y | +58.9% | +135.0% | -76.1% | +10.1% |
| 5Y | +65.3% | +130.1% | -64.7% | +12.2% |
| All | +247.6% | +145.8% | +101.8% | +116.0% |
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