+141.5%
WFC vs DOC
+15.7%
+125.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.3% |
| 7D | +0.6% | +6.5% | -5.8% | -2.0% |
| 30D | +4.6% | +9.2% | -4.6% | +0.6% |
| 3M | -3.6% | -2.5% | -1.1% | -2.9% |
| 6M | +5.6% | +7.1% | -1.5% | +2.0% |
| YTD | -8.5% | +33.0% | -41.4% | -21.1% |
| 1Y | -0.3% | +23.3% | -23.6% | -11.1% |
| 3Y | +116.4% | +44.9% | +71.5% | +73.9% |
| 5Y | +87.2% | -21.6% | +108.9% | +100.3% |
| All | +141.5% | +15.7% | +125.8% | +120.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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