+2,749.1%
WFC vs DRI
+8,070.6%
-5,321.5%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -1.3% | -0.7% | -0.6% | -1.0% |
| 30D | +3.6% | +14.7% | -11.1% | -1.9% |
| 3M | -1.3% | +5.4% | -6.7% | -3.8% |
| 6M | +18.0% | +18.8% | -0.9% | +9.1% |
| YTD | -5.9% | +28.4% | -34.2% | -16.2% |
| 1Y | +1.8% | +37.7% | -35.9% | -12.0% |
| 3Y | +125.0% | +68.0% | +57.1% | +76.3% |
| 5Y | +92.0% | +78.8% | +13.2% | +45.0% |
| 10Y | +117.9% | +334.2% | -216.2% | +6.6% |
| All | +2,749.1% | +8,070.6% | -5,321.5% | +461.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling