+126.9%
WFC vs DRI
+70.6%
+56.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.5% | +0.3% | +1.5% |
| 7D | +0.1% | +3.1% | -3.0% | -0.7% |
| 30D | +2.9% | +16.2% | -13.3% | -0.9% |
| 3M | -1.4% | +8.4% | -9.8% | -3.6% |
| 6M | +14.3% | +19.0% | -4.7% | +8.6% |
| YTD | -6.2% | +28.8% | -35.0% | -13.7% |
| 1Y | +1.6% | +33.1% | -31.5% | -7.7% |
| 3Y | +126.9% | +70.8% | +56.1% | +87.9% |
| All | +126.9% | +70.6% | +56.3% | +87.9% |
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