+112.4%
WFC vs DAR
+311.7%
-199.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | -0.1% |
| 7D | +2.5% | +11.6% | -9.0% | -1.5% |
| 30D | +7.0% | -10.2% | +17.2% | +10.8% |
| 3M | -1.8% | -14.8% | +13.1% | +3.2% |
| 6M | +18.4% | -10.1% | +28.5% | +21.1% |
| YTD | -5.6% | +55.5% | -61.1% | -21.9% |
| 1Y | +3.9% | +61.7% | -57.8% | -15.5% |
| 3Y | +126.3% | +37.2% | +89.2% | +83.3% |
| 5Y | +91.1% | -26.9% | +118.0% | +93.3% |
| All | +112.4% | +311.7% | -199.3% | -7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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