+130.2%
WFC vs DT
+101.6%
+28.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.9% | -0.5% |
| 7D | +0.3% | -2.5% | +2.8% | +0.8% |
| 30D | +2.3% | +3.5% | -1.3% | +1.5% |
| 3M | +9.8% | +26.7% | -17.0% | +4.6% |
| 6M | +15.6% | +36.1% | -20.6% | +7.8% |
| YTD | -2.4% | +18.6% | -21.1% | -6.8% |
| 1Y | +13.8% | +7.9% | +5.9% | +10.6% |
| 3Y | +134.6% | +8.6% | +126.1% | +125.2% |
| 5Y | +127.9% | -26.7% | +154.6% | +125.3% |
| All | +130.2% | +101.6% | +28.6% | +65.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 10y: compounded portfolio wealth divided by compounded DT 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…
10y analysis · Full analysis span regression · 6 months rolling