+156.5%
WFC vs DOCN
+88.7%
+67.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +8.0% | -6.2% | +1.1% |
| 7D | +0.1% | -12.8% | +12.9% | +1.2% |
| 30D | +2.9% | -41.9% | +44.9% | +7.7% |
| 3M | -1.4% | -36.9% | +35.5% | +1.8% |
| 6M | +14.3% | -52.2% | +66.6% | +20.3% |
| YTD | -6.2% | +62.7% | -68.9% | -15.5% |
| 1Y | +1.6% | +58.2% | -56.7% | -8.3% |
| 3Y | +126.9% | +219.5% | -92.5% | +86.2% |
| 5Y | +94.0% | -32.9% | +126.8% | +60.3% |
| All | +156.5% | +88.7% | +67.8% | +126.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 DOCN 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