+89.2%
WFC vs DOCN
-34.6%
+123.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -15.9% | +12.8% | -1.4% |
| 7D | 0.0% | -29.3% | +29.3% | +3.4% |
| 30D | +4.0% | -46.0% | +50.1% | +10.2% |
| 3M | -4.4% | -43.2% | +38.8% | +0.2% |
| 6M | +7.4% | -53.7% | +61.1% | +13.8% |
| YTD | -7.5% | +46.9% | -54.4% | -17.1% |
| 1Y | -0.3% | +54.3% | -54.7% | -11.4% |
| 3Y | +117.2% | +185.5% | -68.3% | +74.2% |
| 5Y | +89.2% | -31.1% | +120.3% | +56.6% |
| All | +89.2% | -34.6% | +123.7% | +56.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling