+8,627.7%
WFC vs DD
+961.9%
+7,665.8%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.7% |
| 7D | +3.8% | -3.5% | +7.3% | +5.6% |
| 30D | +1.5% | -10.3% | +11.8% | +6.8% |
| 3M | +10.9% | -7.5% | +18.4% | +14.7% |
| 6M | +8.4% | -8.0% | +16.4% | +11.7% |
| YTD | -1.9% | +10.5% | -12.3% | -8.0% |
| 1Y | +12.3% | +38.3% | -25.9% | -6.3% |
| 3Y | +132.3% | +42.5% | +89.8% | +85.2% |
| 5Y | +130.1% | +60.2% | +69.9% | +71.3% |
| 10Y | +134.4% | +68.9% | +65.5% | +61.9% |
| All | +8,627.7% | +961.9% | +7,665.8% | +2,159.7% |
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