+127.9%
WFC vs DUK
+38.3%
+89.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.6% | -0.1% |
| 7D | +0.3% | -1.7% | +2.0% | +0.6% |
| 30D | +2.3% | -2.2% | +4.5% | +2.7% |
| 3M | +9.8% | -3.7% | +13.4% | +10.3% |
| 6M | +15.6% | -6.3% | +21.9% | +16.7% |
| YTD | -2.4% | +4.5% | -7.0% | -3.9% |
| 1Y | +13.8% | +1.8% | +12.0% | +12.7% |
| 3Y | +134.6% | +46.8% | +87.8% | +105.2% |
| 5Y | +127.9% | +40.2% | +87.7% | +103.5% |
| All | +127.9% | +38.3% | +89.6% | +103.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling