+138.1%
WFC vs D
+34.8%
+103.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.0% |
| 7D | +3.8% | +1.5% | +2.3% | +3.2% |
| 30D | +1.5% | -2.6% | +4.1% | +2.5% |
| 3M | +10.9% | 0.0% | +10.9% | +10.6% |
| 6M | +8.4% | +7.4% | +1.1% | +4.8% |
| YTD | -1.9% | +15.9% | -17.7% | -8.3% |
| 1Y | +12.3% | +18.1% | -5.8% | +3.8% |
| 3Y | +132.3% | +58.4% | +73.9% | +83.6% |
| 5Y | +130.1% | +5.2% | +124.9% | +117.6% |
| All | +138.1% | +34.8% | +103.2% | +124.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling