+1,107.4%
DIA vs WFC
+883.8%
+223.6%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.8% | +0.3% | +1.6% |
| 7D | +0.8% | +0.1% | +0.6% | +0.8% |
| 30D | +1.4% | +2.9% | -1.5% | +0.5% |
| 3M | -2.7% | -1.4% | -1.3% | -2.4% |
| 6M | +6.2% | +14.3% | -8.1% | +1.5% |
| YTD | +10.1% | -6.2% | +16.3% | +11.5% |
| 1Y | +13.0% | +1.6% | +11.4% | +11.6% |
| 3Y | +61.9% | +126.9% | -65.0% | +22.2% |
| 5Y | +57.1% | +94.0% | -36.9% | +22.2% |
| 10Y | +240.9% | +134.0% | +106.8% | +137.7% |
| All | +1,107.4% | +883.8% | +223.6% | +296.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling