+142.7%
WFC vs DLTR
+45.9%
+96.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.5% | -0.3% |
| 7D | +0.3% | -9.4% | +9.7% | +2.5% |
| 30D | +2.3% | -7.3% | +9.6% | +3.9% |
| 3M | +9.8% | +7.6% | +2.2% | +7.5% |
| 6M | +15.6% | +1.6% | +14.0% | +13.8% |
| YTD | -2.4% | -3.5% | +1.1% | -3.1% |
| 1Y | +13.8% | +20.0% | -6.2% | +6.8% |
| 3Y | +134.6% | +2.3% | +132.4% | +121.7% |
| 5Y | +127.9% | +31.5% | +96.4% | +88.5% |
| All | +142.7% | +45.9% | +96.8% | +82.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 DLTR 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