+1,458.7%
DIS vs WFC
+8,676.2%
-7,217.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.6% | -2.0% |
| 7D | -2.6% | +3.8% | -6.4% | -3.8% |
| 30D | +3.5% | +1.5% | +2.0% | +2.9% |
| 3M | +6.8% | +10.9% | -4.0% | +2.8% |
| 6M | +3.0% | +8.4% | -5.4% | -0.4% |
| YTD | -6.7% | -1.9% | -4.9% | -6.9% |
| 1Y | -10.1% | +12.3% | -22.4% | -14.6% |
| 3Y | +33.0% | +132.3% | -99.3% | -2.9% |
| 5Y | -40.0% | +130.1% | -170.1% | -56.6% |
| 10Y | +21.1% | +134.4% | -113.3% | -17.8% |
| All | +1,458.7% | +8,676.2% | -7,217.5% | +171.1% |
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