+237.1%
DIA vs WFC
+120.6%
+116.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -1.6% | -1.3% | -0.3% | -1.1% |
| 30D | +1.3% | +3.6% | -2.3% | -0.1% |
| 3M | -2.1% | -1.3% | -0.8% | -1.8% |
| 6M | +6.2% | +18.0% | -11.7% | -0.6% |
| YTD | +10.3% | -5.9% | +16.2% | +11.9% |
| 1Y | +11.0% | +1.8% | +9.2% | +9.1% |
| 3Y | +60.4% | +125.0% | -64.6% | +12.7% |
| 5Y | +59.1% | +92.0% | -32.9% | +16.0% |
| 10Y | +237.1% | +117.9% | +119.1% | +120.2% |
| All | +237.1% | +120.6% | +116.4% | +120.2% |
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 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