+117.0%
WFC vs DOW
-15.2%
+132.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.1% | -0.6% |
| 7D | +0.3% | -2.4% | +2.7% | +1.3% |
| 30D | +2.3% | -4.1% | +6.4% | +3.9% |
| 3M | +9.8% | -12.4% | +22.2% | +15.2% |
| 6M | +15.6% | -10.6% | +26.2% | +16.8% |
| YTD | -2.4% | +31.1% | -33.5% | -20.8% |
| 1Y | +13.8% | +30.5% | -16.7% | -9.2% |
| 3Y | +134.6% | -34.4% | +169.0% | +167.2% |
| 5Y | +127.9% | -35.5% | +163.4% | +156.7% |
| All | +117.0% | -15.2% | +132.3% | +64.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 DOW 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