+128.3%
WFC vs DOW
-35.8%
+164.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.5% | +2.1% |
| 7D | +0.4% | -6.0% | +6.5% | +2.1% |
| 30D | +2.5% | -2.7% | +5.2% | +3.0% |
| 3M | +10.0% | -10.5% | +20.5% | +12.8% |
| 6M | +15.1% | -12.4% | +27.5% | +16.6% |
| YTD | -2.2% | +30.0% | -32.2% | -15.6% |
| 1Y | +13.5% | +27.8% | -14.3% | -2.6% |
| 3Y | +135.2% | -34.9% | +170.2% | +176.4% |
| 5Y | +128.3% | -35.9% | +164.2% | +163.3% |
| All | +128.3% | -35.8% | +164.2% | +163.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling