+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 all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.3% | +1.6% |
| 7D | +3.8% | +0.4% | +3.3% | +3.5% |
| 30D | +1.5% | -3.6% | +5.0% | +3.2% |
| 3M | +10.9% | -1.0% | +11.9% | +11.1% |
| 6M | +8.4% | +6.3% | +2.1% | +4.4% |
| YTD | -1.9% | +14.7% | -16.6% | -9.3% |
| 1Y | +12.3% | +16.9% | -4.6% | +2.4% |
| 3Y | +132.3% | +56.8% | +75.5% | +76.6% |
| 5Y | +130.1% | +5.2% | +124.9% | +111.1% |
| 10Y | +134.4% | +35.9% | +98.5% | +80.8% |
| All | +8,627.7% | +2,347.4% | +6,280.3% | +1,149.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling