+145.0%
WFC vs DHI
+414.5%
-269.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.8% | +0.5% |
| 7D | +0.4% | -3.4% | +3.8% | +1.3% |
| 30D | +1.5% | -5.4% | +7.0% | +3.0% |
| 3M | +10.2% | -10.4% | +20.6% | +13.0% |
| 6M | +18.8% | -2.8% | +21.6% | +18.6% |
| YTD | -1.5% | -3.4% | +1.9% | -2.0% |
| 1Y | +13.5% | -22.9% | +36.5% | +19.9% |
| 3Y | +135.0% | +20.7% | +114.3% | +107.4% |
| 5Y | +130.1% | +62.1% | +67.9% | +77.1% |
| All | +145.0% | +414.5% | -269.5% | +24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 10y: compounded portfolio wealth divided by compounded DHI 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…
10y analysis · Full analysis span regression · 6 months rolling