+126.7%
WFC vs DRI
+70.3%
+56.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.4% | -1.5% |
| 7D | +1.1% | -1.2% | +2.3% | +1.5% |
| 30D | +0.8% | -0.4% | +1.2% | +0.9% |
| 3M | +9.3% | +9.5% | -0.2% | +5.0% |
| 6M | +10.6% | +6.5% | +4.2% | +7.1% |
| YTD | -4.1% | +18.4% | -22.5% | -11.6% |
| 1Y | +13.6% | +4.2% | +9.4% | +10.0% |
| 3Y | +130.7% | +57.1% | +73.7% | +82.4% |
| 5Y | +126.7% | +70.4% | +56.3% | +67.8% |
| All | +126.7% | +70.3% | +56.4% | +67.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling