+122.9%
WFC vs DE
+97.2%
+25.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.3% | +1.1% |
| 7D | +0.4% | -2.6% | +2.9% | +1.3% |
| 30D | +1.5% | +9.0% | -7.5% | -1.7% |
| 3M | +10.2% | +19.1% | -8.9% | +3.0% |
| 6M | +18.8% | +14.4% | +4.4% | +12.3% |
| YTD | -1.5% | +45.9% | -47.5% | -16.2% |
| 1Y | +13.5% | +43.6% | -30.1% | -2.9% |
| 3Y | +135.0% | +75.9% | +59.1% | +81.5% |
| All | +122.9% | +97.2% | +25.7% | +55.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling