+8,432.7%
WFC vs DTE
+3,521.9%
+4,910.8%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.1% | -2.7% |
| 7D | +1.1% | +0.9% | +0.2% | +0.5% |
| 30D | +0.8% | -1.9% | +2.7% | +1.8% |
| 3M | +9.3% | -3.3% | +12.6% | +11.0% |
| 6M | +10.6% | -7.1% | +17.8% | +14.6% |
| YTD | -4.1% | +8.1% | -12.2% | -9.3% |
| 1Y | +13.6% | +5.3% | +8.3% | +8.9% |
| 3Y | +130.7% | +48.2% | +82.6% | +78.8% |
| 5Y | +126.7% | +33.2% | +93.5% | +83.4% |
| 10Y | +132.1% | +137.5% | -5.4% | +31.0% |
| All | +8,432.7% | +3,521.9% | +4,910.8% | +969.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling