+8.4%
WFC vs DOW
-6.0%
+14.4%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.0% | +3.9% | +0.4% |
| 7D | +3.8% | -2.4% | +6.2% | +3.4% |
| 30D | +1.5% | +0.4% | +1.1% | +1.6% |
| 3M | +10.9% | -14.4% | +25.3% | +9.3% |
| 6M | +8.4% | -7.0% | +15.4% | +9.6% |
| All | +8.4% | -6.0% | +14.4% | +9.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling