+451.1%
WFC vs DLR
+3,595.6%
-3,144.5%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.7% |
| 7D | +3.8% | +1.6% | +2.2% | +2.9% |
| 30D | +1.5% | -3.4% | +4.8% | +3.2% |
| 3M | +10.9% | +0.5% | +10.4% | +9.5% |
| 6M | +8.4% | +4.6% | +3.9% | +4.4% |
| YTD | -1.9% | +23.4% | -25.3% | -14.0% |
| 1Y | +12.3% | +19.0% | -6.7% | -0.1% |
| 3Y | +132.3% | +56.5% | +75.8% | +69.6% |
| 5Y | +130.1% | +33.3% | +96.7% | +74.0% |
| 10Y | +134.4% | +165.1% | -30.8% | +0.2% |
| All | +451.1% | +3,595.6% | -3,144.5% | -33.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling