+127.9%
WFC vs DTE
+31.2%
+96.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.0% | +0.2% |
| 7D | +0.3% | -2.0% | +2.3% | +0.9% |
| 30D | +2.3% | -2.4% | +4.7% | +3.1% |
| 3M | +9.8% | -7.3% | +17.1% | +12.3% |
| 6M | +15.6% | -7.6% | +23.2% | +18.2% |
| YTD | -2.4% | +5.8% | -8.3% | -5.4% |
| 1Y | +13.8% | +2.3% | +11.5% | +11.8% |
| 3Y | +134.6% | +45.0% | +89.6% | +99.3% |
| 5Y | +127.9% | +33.2% | +94.7% | +101.3% |
| All | +127.9% | +31.2% | +96.7% | +101.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling