+132.8%
WFC vs DUK
+47.1%
+85.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.6% | -0.2% |
| 7D | +0.3% | -1.7% | +2.0% | +0.4% |
| 30D | +2.3% | -2.2% | +4.5% | +2.5% |
| 3M | +9.8% | -3.7% | +13.4% | +10.0% |
| 6M | +15.6% | -6.3% | +21.9% | +16.0% |
| YTD | -2.4% | +4.5% | -7.0% | -3.5% |
| 1Y | +13.8% | +1.8% | +12.0% | +13.0% |
| All | +132.8% | +47.1% | +85.7% | +93.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DUK.
Daily Out/Under-Performance
Portfolio return minus DUK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUK 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 3y: compounded portfolio wealth divided by compounded DUK 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…
3y analysis · Full analysis span regression · 6 months rolling