+3,100.7%
WFC vs DLTR
+10,981.5%
-7,880.8%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -5.6% | +3.4% | -1.1% |
| 7D | +1.1% | -5.8% | +6.9% | +2.3% |
| 30D | +0.8% | -5.2% | +6.1% | +1.8% |
| 3M | +9.3% | +15.2% | -5.9% | +5.9% |
| 6M | +10.6% | +7.1% | +3.5% | +8.0% |
| YTD | -4.1% | +0.8% | -4.9% | -5.4% |
| 1Y | +13.6% | +24.8% | -11.2% | +6.9% |
| 3Y | +130.7% | +6.9% | +123.8% | +116.9% |
| 5Y | +126.7% | +33.2% | +93.5% | +98.6% |
| 10Y | +132.1% | +51.6% | +80.6% | +92.3% |
| All | +3,100.7% | +10,981.5% | -7,880.8% | +1,222.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling