+8,432.7%
WFC vs DE
+14,571.6%
-6,138.9%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.4% | -1.4% |
| 7D | +1.1% | +0.7% | +0.4% | +0.8% |
| 30D | +0.8% | +9.6% | -8.8% | -3.6% |
| 3M | +9.3% | +19.0% | -9.7% | +0.4% |
| 6M | +10.6% | +16.1% | -5.4% | +2.3% |
| YTD | -4.1% | +47.0% | -51.1% | -21.0% |
| 1Y | +13.6% | +43.1% | -29.6% | -5.6% |
| 3Y | +130.7% | +77.5% | +53.2% | +70.7% |
| 5Y | +126.7% | +96.4% | +30.4% | +55.5% |
| 10Y | +132.1% | +852.9% | -720.7% | -21.6% |
| All | +8,432.7% | +14,571.6% | -6,138.9% | +1,066.6% |
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 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