+59.9%
DIA vs WFC
+133.9%
-73.9%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | -0.5% |
| 7D | +0.1% | +1.1% | -1.0% | -0.3% |
| 30D | -2.1% | +0.8% | -2.9% | -2.3% |
| 3M | +4.2% | +9.3% | -5.1% | +1.3% |
| 6M | +11.9% | +10.6% | +1.3% | +8.1% |
| YTD | +10.8% | -4.1% | +14.9% | +11.6% |
| 1Y | +17.5% | +13.6% | +3.9% | +12.1% |
| 3Y | +59.9% | +130.7% | -70.8% | +23.9% |
| All | +59.9% | +133.9% | -73.9% | +23.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling