+380.4%
WFC vs DG
+632.1%
-251.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | 0.0% | 0.0% |
| 7D | -1.3% | -3.0% | +1.7% | -0.7% |
| 30D | +3.6% | +8.6% | -5.0% | +1.9% |
| 3M | -1.3% | +15.0% | -16.3% | -4.1% |
| 6M | +18.0% | +32.7% | -14.7% | +11.2% |
| YTD | -5.9% | +5.5% | -11.4% | -7.7% |
| 1Y | +1.8% | +34.6% | -32.8% | -5.1% |
| 3Y | +125.0% | +24.2% | +100.8% | +104.4% |
| 5Y | +92.0% | -32.3% | +124.2% | +99.8% |
| 10Y | +117.9% | +111.1% | +6.8% | +64.4% |
| All | +380.4% | +632.1% | -251.8% | +155.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling