+90.5%
WFC vs D
+12.4%
+78.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.2% |
| 7D | +1.7% | -3.1% | +4.8% | +2.5% |
| 30D | +6.8% | +8.4% | -1.5% | +4.7% |
| 3M | -3.0% | +0.2% | -3.2% | -3.1% |
| 6M | +15.4% | +9.5% | +5.9% | +12.4% |
| YTD | -5.9% | +18.8% | -24.7% | -10.6% |
| 1Y | +1.7% | +14.7% | -13.0% | -2.5% |
| 3Y | +124.9% | +72.9% | +52.0% | +85.9% |
| 5Y | +90.5% | +13.1% | +77.4% | +77.9% |
| All | +90.5% | +12.4% | +78.1% | +77.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling