+235.7%
DIA vs WFC
+117.8%
+117.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | +2.1% | +2.5% | -0.4% | +1.2% |
| 30D | +1.5% | +7.0% | -5.5% | -1.1% |
| 3M | -2.4% | -1.8% | -0.7% | -2.0% |
| 6M | +6.0% | +18.4% | -12.4% | -1.0% |
| YTD | +10.1% | -5.6% | +15.7% | +11.5% |
| 1Y | +11.8% | +3.9% | +7.9% | +9.1% |
| 3Y | +59.7% | +126.3% | -66.6% | +11.9% |
| 5Y | +57.9% | +91.1% | -33.2% | +15.3% |
| All | +235.7% | +117.8% | +117.9% | +119.5% |
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