+92.7%
WFC vs DG
-31.9%
+124.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.1% | +0.3% |
| 7D | +0.9% | +5.2% | -4.3% | +0.5% |
| 30D | +3.3% | +7.9% | -4.7% | +2.6% |
| 3M | -1.4% | +12.7% | -14.2% | -2.3% |
| 6M | +14.7% | +22.4% | -7.7% | +12.9% |
| YTD | -5.9% | +5.4% | -11.3% | -6.6% |
| 1Y | +1.8% | +39.4% | -37.5% | -0.9% |
| 3Y | +124.9% | +24.1% | +100.8% | +118.4% |
| 5Y | +92.7% | -32.2% | +124.9% | +106.4% |
| All | +92.7% | -31.9% | +124.6% | +106.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling