+125.7%
WFC vs DLR
+55.0%
+70.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -1.3% | -2.0% | +0.7% | -0.8% |
| 30D | +3.6% | +0.5% | +3.0% | +3.4% |
| 3M | -1.3% | -4.4% | +3.1% | -0.4% |
| 6M | +18.0% | -6.4% | +24.4% | +19.4% |
| YTD | -5.9% | +19.5% | -25.3% | -10.5% |
| 1Y | +1.8% | +10.5% | -8.7% | -1.5% |
| All | +125.7% | +55.0% | +70.6% | +100.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling