+2.5%
WFC vs DGX
+45.0%
-42.4%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.5% | -1.3% | +2.0% |
| 7D | +4.5% | +4.1% | +0.4% | +4.2% |
| 30D | +7.4% | +10.5% | -3.2% | +6.8% |
| 3M | -0.5% | +9.8% | -10.3% | -0.9% |
| 6M | +11.7% | +34.6% | -22.9% | +11.9% |
| YTD | -4.6% | +49.8% | -54.5% | -4.0% |
| 1Y | +2.5% | +46.0% | -43.5% | +4.2% |
| All | +2.5% | +45.0% | -42.4% | +4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 1y: compounded portfolio wealth divided by compounded DGX 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…
1y analysis · Full analysis span regression · 6 months rolling