+122.1%
WFC vs DT
+73.5%
+48.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.3% |
| 7D | -1.3% | -5.4% | +4.1% | -0.3% |
| 30D | +3.6% | -32.2% | +35.8% | +10.6% |
| 3M | -1.3% | -10.9% | +9.6% | +0.1% |
| 6M | +18.0% | +10.0% | +8.0% | +14.3% |
| YTD | -5.9% | +2.1% | -7.9% | -8.1% |
| 1Y | +1.8% | -5.5% | +7.3% | +0.8% |
| 3Y | +125.0% | -12.4% | +137.4% | +123.6% |
| 5Y | +92.0% | -39.7% | +131.7% | +96.1% |
| All | +122.1% | +73.5% | +48.6% | +63.2% |
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