+112.4%
WFC vs DD
+97.1%
+15.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.7% |
| 7D | +2.5% | +5.0% | -2.4% | -0.2% |
| 30D | +7.0% | +19.7% | -12.7% | -3.3% |
| 3M | -1.8% | +7.2% | -8.9% | -6.0% |
| 6M | +18.4% | +1.0% | +17.4% | +16.4% |
| YTD | -5.6% | +29.1% | -34.7% | -20.1% |
| 1Y | +3.9% | +28.5% | -24.6% | -11.9% |
| 3Y | +126.3% | +89.4% | +36.9% | +46.5% |
| 5Y | +91.1% | +67.1% | +24.0% | +31.2% |
| All | +112.4% | +97.1% | +15.3% | +3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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