+124.9%
WFC vs DG
+23.3%
+101.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.1% | +0.3% |
| 7D | +0.9% | +5.2% | -4.3% | +0.8% |
| 30D | +3.3% | +7.9% | -4.7% | +3.2% |
| 3M | -1.4% | +12.7% | -14.2% | -1.5% |
| 6M | +14.7% | +22.4% | -7.7% | +14.6% |
| YTD | -5.9% | +5.4% | -11.3% | -6.1% |
| 1Y | +1.8% | +39.4% | -37.5% | +2.2% |
| 3Y | +124.9% | +24.1% | +100.8% | +124.2% |
| All | +124.9% | +23.3% | +101.6% | +124.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling