+11.0%
DIA vs WFC
+1.9%
+9.1%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -1.6% | -1.3% | -0.3% | -1.3% |
| 30D | +1.3% | +3.6% | -2.3% | +0.3% |
| 3M | -2.1% | -1.3% | -0.8% | -1.8% |
| 6M | +6.2% | +18.0% | -11.7% | +1.2% |
| YTD | +10.3% | -5.9% | +16.2% | +11.6% |
| 1Y | +11.0% | +1.8% | +9.2% | +8.6% |
| All | +11.0% | +1.9% | +9.1% | +8.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling