+8,296.9%
WFC vs DE
+14,451.3%
-6,154.4%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.7% |
| 7D | +2.5% | +0.3% | +2.2% | +2.4% |
| 30D | +7.0% | +3.6% | +3.4% | +5.3% |
| 3M | -1.8% | +10.2% | -12.0% | -6.7% |
| 6M | +18.4% | +16.6% | +1.8% | +9.1% |
| YTD | -5.6% | +45.8% | -51.4% | -22.3% |
| 1Y | +3.9% | +43.9% | -40.0% | -14.2% |
| 3Y | +126.3% | +89.6% | +36.7% | +61.9% |
| 5Y | +91.1% | +100.3% | -9.2% | +29.8% |
| 10Y | +118.5% | +760.8% | -642.2% | -23.3% |
| All | +8,296.9% | +14,451.3% | -6,154.4% | +1,047.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling