+145.0%
WFC vs DTE
+137.8%
+7.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +1.7% |
| 7D | +0.4% | -2.6% | +2.9% | +1.8% |
| 30D | +1.5% | -4.4% | +5.9% | +4.0% |
| 3M | +10.2% | -8.3% | +18.5% | +15.2% |
| 6M | +18.8% | -8.1% | +26.9% | +23.5% |
| YTD | -1.5% | +4.4% | -5.9% | -5.2% |
| 1Y | +13.5% | +0.2% | +13.4% | +11.8% |
| 3Y | +135.0% | +42.6% | +92.3% | +84.4% |
| 5Y | +130.1% | +31.5% | +98.6% | +85.6% |
| All | +145.0% | +137.8% | +7.2% | +65.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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