+94.3%
WFC vs DOC
-22.8%
+117.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.1% | -0.9% | +1.2% |
| 7D | +4.5% | +8.7% | -4.2% | +1.7% |
| 30D | +7.4% | +7.6% | -0.3% | +4.7% |
| 3M | -0.5% | -5.3% | +4.7% | +1.1% |
| 6M | +11.7% | +27.6% | -15.9% | +1.9% |
| YTD | -4.6% | +32.4% | -37.1% | -14.9% |
| 1Y | +2.5% | +22.9% | -20.3% | -5.9% |
| 3Y | +123.9% | +43.1% | +80.8% | +87.5% |
| 5Y | +94.3% | -21.4% | +115.7% | +110.2% |
| All | +94.3% | -22.8% | +117.1% | +110.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling