+142.7%
WFC vs DVA
+187.5%
-44.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | 0.0% |
| 7D | +0.3% | -0.2% | +0.5% | +0.3% |
| 30D | +2.3% | +1.7% | +0.6% | +1.9% |
| 3M | +9.8% | -8.7% | +18.4% | +11.3% |
| 6M | +15.6% | +19.7% | -4.1% | +8.7% |
| YTD | -2.4% | +59.6% | -62.1% | -15.8% |
| 1Y | +13.8% | +37.1% | -23.3% | +2.2% |
| 3Y | +134.6% | +89.8% | +44.9% | +84.5% |
| 5Y | +127.9% | +47.4% | +80.6% | +87.8% |
| All | +142.7% | +187.5% | -44.8% | +56.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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