+126.7%
WFC vs DD
+61.7%
+65.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.1% |
| 7D | +1.1% | -0.6% | +1.7% | +1.3% |
| 30D | +0.8% | -7.4% | +8.2% | +4.3% |
| 3M | +9.3% | -6.4% | +15.7% | +12.3% |
| 6M | +10.6% | -2.5% | +13.1% | +10.7% |
| YTD | -4.1% | +10.2% | -14.3% | -10.2% |
| 1Y | +13.6% | +36.9% | -23.4% | -5.2% |
| 3Y | +130.7% | +47.0% | +83.7% | +79.6% |
| 5Y | +126.7% | +63.1% | +63.6% | +69.3% |
| All | +126.7% | +61.7% | +65.0% | +69.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling