+21.2%
DIS vs WFC
+132.6%
-111.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | +0.7% |
| 7D | -1.1% | +1.1% | -2.1% | -1.5% |
| 30D | +0.1% | +0.8% | -0.7% | -0.3% |
| 3M | +7.1% | +9.3% | -2.2% | +2.8% |
| 6M | +4.3% | +10.6% | -6.4% | -0.8% |
| YTD | -6.9% | -4.1% | -2.9% | -6.4% |
| 1Y | -10.3% | +13.6% | -23.9% | -16.3% |
| 3Y | +32.8% | +130.7% | -97.9% | -10.9% |
| 5Y | -41.5% | +126.7% | -168.2% | -61.2% |
| 10Y | +21.2% | +132.1% | -111.0% | -28.7% |
| All | +21.2% | +132.6% | -111.4% | -28.7% |
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