+8,627.7%
WFC vs D
+2,347.4%
+6,280.3%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.1% |
| 7D | +3.8% | +1.5% | +2.3% | +3.0% |
| 30D | +1.5% | -2.6% | +4.1% | +2.7% |
| 3M | +10.9% | 0.0% | +10.9% | +10.6% |
| 6M | +8.4% | +7.4% | +1.1% | +3.9% |
| YTD | -1.9% | +15.9% | -17.7% | -9.8% |
| 1Y | +12.3% | +18.1% | -5.8% | +2.0% |
| 3Y | +132.3% | +58.4% | +73.9% | +75.8% |
| 5Y | +130.1% | +5.2% | +124.9% | +111.2% |
| 10Y | +134.4% | +35.9% | +98.5% | +80.9% |
| All | +8,627.7% | +2,347.4% | +6,280.3% | +1,150.3% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded D 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling