+2,564.8%
WFC vs DVA
+4,923.3%
-2,358.5%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | +0.1% | +0.3% |
| 7D | +2.5% | -8.8% | +11.3% | +4.1% |
| 30D | +7.0% | -3.4% | +10.4% | +7.4% |
| 3M | -1.8% | -2.6% | +0.8% | -1.6% |
| 6M | +18.4% | -11.9% | +30.3% | +20.0% |
| YTD | -5.6% | +53.6% | -59.2% | -14.2% |
| 1Y | +3.9% | +41.9% | -38.0% | -4.3% |
| 3Y | +126.3% | +97.5% | +28.8% | +93.8% |
| 5Y | +91.1% | +65.0% | +26.1% | +64.8% |
| 10Y | +118.5% | +193.2% | -74.7% | +68.4% |
| All | +2,564.8% | +4,923.3% | -2,358.5% | +1,465.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling