+8,627.7%
WFC vs DOC
+2,974.4%
+5,653.3%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.7% | +1.9% |
| 7D | +3.8% | -1.5% | +5.3% | +4.6% |
| 30D | +1.5% | -4.8% | +6.2% | +4.1% |
| 3M | +10.9% | +6.9% | +4.0% | +6.4% |
| 6M | +8.4% | +20.7% | -12.3% | -4.5% |
| YTD | -1.9% | +34.1% | -36.0% | -19.0% |
| 1Y | +12.3% | +22.6% | -10.3% | -3.0% |
| 3Y | +132.3% | +20.8% | +111.5% | +95.6% |
| 5Y | +130.1% | -24.9% | +154.9% | +149.4% |
| 10Y | +134.4% | -1.8% | +136.2% | +98.8% |
| All | +8,627.7% | +2,974.4% | +5,653.3% | +2,024.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling