+133.3%
WFC vs DE
+75.0%
+58.4%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.5% | +2.1% |
| 7D | +0.4% | -3.0% | +3.5% | +1.4% |
| 30D | +2.5% | +11.1% | -8.7% | -0.8% |
| 3M | +10.0% | +17.6% | -7.6% | +4.3% |
| 6M | +15.1% | +13.6% | +1.5% | +10.1% |
| YTD | -2.2% | +46.3% | -48.5% | -15.3% |
| 1Y | +13.5% | +44.2% | -30.7% | -1.5% |
| All | +133.3% | +75.0% | +58.4% | +84.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 3y: compounded portfolio wealth divided by compounded DE 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…
3y analysis · Full analysis span regression · 6 months rolling