+134.0%
WFC vs D
+42.1%
+91.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.4% | +2.1% |
| 7D | +0.1% | +0.8% | -0.6% | -0.2% |
| 30D | +2.9% | +10.7% | -7.8% | -1.2% |
| 3M | -1.4% | +2.3% | -3.7% | -2.5% |
| 6M | +14.3% | +12.5% | +1.9% | +8.5% |
| YTD | -6.2% | +20.1% | -26.3% | -13.8% |
| 1Y | +1.6% | +15.6% | -14.0% | -5.3% |
| 3Y | +126.9% | +75.2% | +51.7% | +71.1% |
| 5Y | +94.0% | +14.6% | +79.4% | +76.3% |
| 10Y | +134.0% | +43.8% | +90.3% | +127.2% |
| All | +134.0% | +42.1% | +91.9% | +127.2% |
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