+109.3%
WFC vs DOW
-5.2%
+114.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.9% |
| 7D | +1.7% | +3.7% | -1.9% | 0.0% |
| 30D | +6.8% | +16.3% | -9.4% | -0.6% |
| 3M | -3.0% | +9.7% | -12.7% | -7.8% |
| 6M | +15.4% | -14.1% | +29.5% | +21.5% |
| YTD | -5.9% | +46.6% | -52.5% | -27.8% |
| 1Y | +1.7% | +56.8% | -55.2% | -25.3% |
| 3Y | +124.9% | -20.4% | +145.3% | +130.1% |
| 5Y | +90.5% | -27.4% | +117.9% | +103.2% |
| All | +109.3% | -5.2% | +114.5% | +50.2% |
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