+122.9%
WFC vs DLTR
+30.4%
+92.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.4% | +1.0% |
| 7D | +0.4% | -10.1% | +10.4% | +1.9% |
| 30D | +1.5% | -8.1% | +9.6% | +2.7% |
| 3M | +10.2% | +2.9% | +7.3% | +9.5% |
| 6M | +18.8% | +4.3% | +14.4% | +17.2% |
| YTD | -1.5% | -3.9% | +2.4% | -1.8% |
| 1Y | +13.5% | +18.9% | -5.3% | +9.1% |
| 3Y | +135.0% | +1.9% | +133.0% | +128.3% |
| All | +122.9% | +30.4% | +92.5% | +107.7% |
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