+8,268.6%
WFC vs DD
+1,166.0%
+7,102.7%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | -0.2% |
| 7D | +0.9% | +2.2% | -1.4% | -0.3% |
| 30D | +3.3% | +20.7% | -17.4% | -6.1% |
| 3M | -1.4% | +11.3% | -12.7% | -7.0% |
| 6M | +14.7% | +6.0% | +8.7% | +10.4% |
| YTD | -5.9% | +31.7% | -37.6% | -19.4% |
| 1Y | +1.8% | +32.2% | -30.4% | -13.0% |
| 3Y | +124.9% | +92.7% | +32.2% | +54.4% |
| 5Y | +92.7% | +72.1% | +20.6% | +38.8% |
| 10Y | +118.2% | +99.7% | +18.6% | +38.3% |
| All | +8,268.6% | +1,166.0% | +7,102.7% | +1,880.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling