+63.6%
DIA vs WFC
+131.0%
-67.4%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.7% | -1.4% |
| 7D | -1.2% | +0.4% | -1.7% | -1.4% |
| 30D | -2.7% | +2.5% | -5.1% | -3.5% |
| 3M | +3.3% | +10.0% | -6.7% | 0.0% |
| 6M | +10.4% | +15.1% | -4.6% | +5.1% |
| YTD | +10.0% | -2.2% | +12.2% | +10.1% |
| 1Y | +16.2% | +13.5% | +2.7% | +10.5% |
| 3Y | +58.7% | +135.2% | -76.5% | +15.8% |
| 5Y | +63.6% | +128.3% | -64.8% | +18.0% |
| All | +63.6% | +131.0% | -67.4% | +18.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling