+110.0%
WFC vs DOW
-5.5%
+115.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.7% | +0.5% |
| 7D | +2.5% | +5.2% | -2.7% | +0.1% |
| 30D | +7.0% | +13.2% | -6.2% | +0.8% |
| 3M | -1.8% | +10.1% | -11.8% | -6.8% |
| 6M | +18.4% | -13.1% | +31.5% | +24.0% |
| YTD | -5.6% | +46.1% | -51.7% | -27.4% |
| 1Y | +3.9% | +50.0% | -46.1% | -21.7% |
| 3Y | +126.3% | -20.2% | +146.6% | +131.2% |
| 5Y | +91.1% | -27.7% | +118.8% | +104.2% |
| All | +110.0% | -5.5% | +115.5% | +50.9% |
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