-10.3%
DIS vs WFC
+13.8%
-24.1%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | +0.2% |
| 7D | -1.1% | +1.1% | -2.1% | -1.3% |
| 30D | +0.1% | +0.8% | -0.7% | 0.0% |
| 3M | +7.1% | +9.3% | -2.2% | +5.0% |
| 6M | +4.3% | +10.6% | -6.4% | +1.5% |
| YTD | -6.9% | -4.1% | -2.9% | -6.5% |
| 1Y | -10.3% | +13.6% | -23.9% | -13.3% |
| All | -10.3% | +13.8% | -24.1% | -13.3% |
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