+428.7%
WFC vs DLR
+3,477.6%
-3,048.9%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -1.3% | -2.0% | +0.7% | -0.2% |
| 30D | +3.6% | +0.5% | +3.0% | +3.0% |
| 3M | -1.3% | -4.4% | +3.1% | +0.5% |
| 6M | +18.0% | -6.4% | +24.4% | +20.5% |
| YTD | -5.9% | +19.5% | -25.3% | -16.4% |
| 1Y | +1.8% | +10.5% | -8.7% | -5.8% |
| 3Y | +125.0% | +54.0% | +71.0% | +65.5% |
| 5Y | +92.0% | +39.7% | +52.2% | +40.9% |
| 10Y | +117.9% | +189.5% | -71.6% | -12.2% |
| All | +428.7% | +3,477.6% | -3,048.9% | -35.1% |
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