+151.8%
WFC vs DOCN
+74.7%
+77.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.5% | -2.9% | -0.7% |
| 7D | +1.2% | -19.2% | +20.4% | +3.1% |
| 30D | +5.2% | -43.1% | +48.3% | +10.2% |
| 3M | -3.0% | -40.7% | +37.7% | +0.7% |
| 6M | +6.2% | -55.0% | +61.2% | +12.3% |
| YTD | -7.9% | +50.6% | -58.5% | -16.4% |
| 1Y | +0.3% | +54.0% | -53.7% | -9.4% |
| 3Y | +117.7% | +203.9% | -86.2% | +79.5% |
| 5Y | +88.4% | -29.4% | +117.7% | +57.4% |
| All | +151.8% | +74.7% | +77.2% | +123.8% |
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