+142.4%
WFC vs DLR
+168.0%
-25.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.2% | +2.0% |
| 7D | +0.4% | +2.9% | -2.4% | -0.3% |
| 30D | +2.5% | -1.2% | +3.6% | +2.7% |
| 3M | +10.0% | +2.9% | +7.1% | +8.7% |
| 6M | +15.1% | +6.7% | +8.4% | +12.6% |
| YTD | -2.2% | +23.9% | -26.1% | -8.2% |
| 1Y | +13.5% | +18.6% | -5.2% | +7.6% |
| 3Y | +135.2% | +59.7% | +75.5% | +102.6% |
| 5Y | +128.3% | +42.1% | +86.3% | +98.4% |
| 10Y | +142.4% | +176.7% | -34.3% | +92.4% |
| All | +142.4% | +168.0% | -25.6% | +92.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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