+126.7%
WFC vs DLR
+35.6%
+91.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.8% | -2.4% |
| 7D | +1.1% | +3.4% | -2.3% | +0.2% |
| 30D | +0.8% | -2.2% | +3.0% | +1.3% |
| 3M | +9.3% | +4.7% | +4.5% | +7.7% |
| 6M | +10.6% | +9.0% | +1.6% | +7.8% |
| YTD | -4.1% | +24.1% | -28.2% | -9.6% |
| 1Y | +13.6% | +20.9% | -7.4% | +7.5% |
| 3Y | +130.7% | +60.0% | +70.7% | +100.3% |
| 5Y | +126.7% | +35.3% | +91.4% | +95.6% |
| All | +126.7% | +35.6% | +91.1% | +95.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling