+122.8%
WFC vs DT
+75.7%
+47.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.6% | +0.4% |
| 7D | +2.5% | +3.1% | -0.6% | +1.9% |
| 30D | +7.0% | -29.5% | +36.5% | +13.5% |
| 3M | -1.8% | -11.7% | +10.0% | -0.2% |
| 6M | +18.4% | +29.0% | -10.6% | +11.5% |
| YTD | -5.6% | +3.4% | -9.0% | -8.1% |
| 1Y | +3.9% | -4.2% | +8.1% | +2.6% |
| 3Y | +126.3% | -12.8% | +139.2% | +125.1% |
| 5Y | +91.1% | -39.6% | +130.7% | +95.1% |
| All | +122.8% | +75.7% | +47.1% | +63.3% |
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