+15.4%
WFC vs DOW
-13.1%
+28.5%
-11.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | +0.2% |
| 7D | +1.7% | +3.7% | -1.9% | +2.3% |
| 30D | +6.8% | +16.3% | -9.4% | +9.3% |
| 3M | -3.0% | +9.7% | -12.7% | -1.9% |
| 6M | +15.4% | -14.1% | +29.5% | +12.9% |
| All | +15.4% | -13.1% | +28.5% | +12.9% |
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 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