+139.3%
WFC vs DRI
+60.6%
+78.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.0% |
| 7D | +3.8% | +0.6% | +3.2% | +3.6% |
| 30D | +1.5% | +3.8% | -2.4% | +0.4% |
| 3M | +10.9% | +13.0% | -2.1% | +6.7% |
| 6M | +8.4% | +8.3% | +0.1% | +5.4% |
| YTD | -1.9% | +20.6% | -22.5% | -8.3% |
| 1Y | +12.3% | +6.5% | +5.9% | +9.2% |
| All | +139.3% | +60.6% | +78.8% | +100.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 3y: compounded portfolio wealth divided by compounded DRI 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…
3y analysis · Full analysis span regression · 6 months rolling