+111.7%
WFC vs DD
+98.3%
+13.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.5% | +0.3% |
| 7D | +1.7% | +6.7% | -5.0% | -1.8% |
| 30D | +6.8% | +19.4% | -12.6% | -3.3% |
| 3M | -3.0% | +7.6% | -10.6% | -7.4% |
| 6M | +15.4% | +2.9% | +12.5% | +12.4% |
| YTD | -5.9% | +29.9% | -35.8% | -20.6% |
| 1Y | +1.7% | +28.6% | -27.0% | -13.9% |
| 3Y | +124.9% | +90.0% | +34.9% | +45.4% |
| 5Y | +90.5% | +68.1% | +22.3% | +30.4% |
| All | +111.7% | +98.3% | +13.4% | +2.6% |
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