+128.3%
WFC vs DT
-28.0%
+156.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +1.8% |
| 7D | +0.4% | -0.5% | +1.0% | +0.5% |
| 30D | +2.5% | +0.1% | +2.4% | +2.3% |
| 3M | +10.0% | +24.1% | -14.1% | +5.2% |
| 6M | +15.1% | +30.1% | -15.1% | +8.3% |
| YTD | -2.2% | +16.8% | -19.0% | -6.2% |
| 1Y | +13.5% | -0.1% | +13.6% | +12.2% |
| 3Y | +135.2% | +6.8% | +128.4% | +126.9% |
| 5Y | +128.3% | -28.4% | +156.7% | +116.1% |
| All | +128.3% | -28.0% | +156.3% | +116.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling