+400.7%
WFC vs DG
+606.1%
-205.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.6% | +0.6% |
| 7D | +3.8% | +8.4% | -4.6% | +2.2% |
| 30D | +1.5% | +4.9% | -3.5% | +0.5% |
| 3M | +10.9% | +29.3% | -18.5% | +5.3% |
| 6M | +8.4% | -11.3% | +19.7% | +10.3% |
| YTD | -1.9% | +1.8% | -3.6% | -3.0% |
| 1Y | +12.3% | +25.3% | -13.0% | +6.3% |
| 3Y | +132.3% | +9.1% | +123.2% | +117.8% |
| 5Y | +130.1% | -34.9% | +165.0% | +141.6% |
| 10Y | +134.4% | +108.2% | +26.2% | +77.4% |
| All | +400.7% | +606.1% | -205.3% | +168.7% |
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