+132.1%
WFC vs DAR
+367.0%
-234.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.9% | -5.2% | -3.3% |
| 7D | +1.1% | -0.9% | +1.9% | +1.3% |
| 30D | +0.8% | +13.0% | -12.1% | -3.9% |
| 3M | +9.3% | +15.0% | -5.7% | +2.9% |
| 6M | +10.6% | +26.8% | -16.2% | -0.1% |
| YTD | -4.1% | +86.4% | -90.5% | -25.2% |
| 1Y | +13.6% | +115.1% | -101.5% | -16.9% |
| 3Y | +130.7% | +14.6% | +116.1% | +105.0% |
| 5Y | +126.7% | -8.8% | +135.5% | +110.6% |
| 10Y | +132.1% | +356.5% | -224.4% | -0.9% |
| All | +132.1% | +367.0% | -234.9% | -0.9% |
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