+142.7%
WFC vs DG
+99.2%
+43.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.0% | 0.0% |
| 7D | +0.3% | -6.3% | +6.6% | +1.3% |
| 30D | +2.3% | +2.4% | -0.1% | +1.8% |
| 3M | +9.8% | +12.4% | -2.7% | +7.4% |
| 6M | +15.6% | -14.9% | +30.5% | +18.0% |
| YTD | -2.4% | -6.1% | +3.6% | -2.1% |
| 1Y | +13.8% | +17.9% | -4.0% | +9.6% |
| 3Y | +134.6% | +3.1% | +131.5% | +124.2% |
| 5Y | +127.9% | -38.7% | +166.6% | +146.4% |
| All | +142.7% | +99.2% | +43.5% | +75.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 10y: compounded portfolio wealth divided by compounded DG 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…
10y analysis · Full analysis span regression · 6 months rolling