+142.9%
WFC vs D
+42.6%
+100.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | +0.2% |
| 7D | +1.2% | +3.0% | -1.7% | +0.1% |
| 30D | +5.2% | +11.5% | -6.3% | +0.7% |
| 3M | -3.0% | +3.7% | -6.8% | -4.6% |
| 6M | +6.2% | +13.5% | -7.3% | +0.4% |
| YTD | -7.9% | +20.7% | -28.6% | -15.5% |
| 1Y | +0.3% | +18.2% | -18.0% | -7.3% |
| 3Y | +117.7% | +73.3% | +44.4% | +65.5% |
| 5Y | +88.4% | +12.3% | +76.1% | +73.3% |
| All | +142.9% | +42.6% | +100.3% | +132.2% |
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