+61.6%
DRAM vs WFC
+9.9%
+51.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | 0.0% | +10.3% | +10.4% |
| 7D | -0.6% | -1.3% | +0.7% | -1.0% |
| 30D | -18.0% | +3.6% | -21.6% | -16.9% |
| 3M | -11.9% | -1.3% | -10.6% | -11.5% |
| 6M | -18.6% | +18.0% | -36.5% | -9.0% |
| All | +61.6% | +9.9% | +51.6% | +78.4% |
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