+90.7%
WFC vs DLTR
+12.1%
+78.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.6% | +0.7% |
| 7D | +2.5% | +5.3% | -2.8% | +1.7% |
| 30D | +7.0% | +13.4% | -6.4% | +4.9% |
| 3M | -1.8% | +6.6% | -8.4% | -2.9% |
| 6M | +18.4% | +59.1% | -40.7% | +9.3% |
| YTD | -5.6% | +12.3% | -17.8% | -8.2% |
| 1Y | +3.9% | +33.9% | -30.0% | -2.0% |
| 3Y | +126.3% | +23.0% | +103.3% | +113.3% |
| All | +90.7% | +12.1% | +78.5% | +78.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling