+2,869.9%
WFC vs DRI
+7,577.6%
-4,707.7%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.1% |
| 7D | +3.8% | +0.6% | +3.2% | +3.6% |
| 30D | +1.5% | +3.8% | -2.4% | -0.1% |
| 3M | +10.9% | +13.0% | -2.1% | +5.1% |
| 6M | +8.4% | +8.3% | +0.1% | +4.1% |
| YTD | -1.9% | +20.6% | -22.5% | -10.1% |
| 1Y | +12.3% | +6.5% | +5.9% | +7.7% |
| 3Y | +132.3% | +53.7% | +78.6% | +89.1% |
| 5Y | +130.1% | +72.7% | +57.4% | +76.3% |
| 10Y | +134.4% | +363.2% | -228.8% | +12.3% |
| All | +2,869.9% | +7,577.6% | -4,707.7% | +502.3% |
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