+204.4%
RSP vs WFC
+132.6%
+71.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | -0.1% |
| 7D | -0.4% | +1.1% | -1.5% | -0.8% |
| 30D | -1.5% | +0.8% | -2.3% | -1.9% |
| 3M | +4.8% | +9.3% | -4.5% | +0.8% |
| 6M | +10.3% | +10.6% | -0.4% | +5.2% |
| YTD | +14.1% | -4.1% | +18.1% | +14.8% |
| 1Y | +17.0% | +13.6% | +3.4% | +9.5% |
| 3Y | +54.2% | +130.7% | -76.6% | +3.9% |
| 5Y | +51.5% | +126.7% | -75.2% | 0.0% |
| 10Y | +204.4% | +132.1% | +72.3% | +83.7% |
| All | +204.4% | +132.6% | +71.8% | +83.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WFC.
Daily Out/Under-Performance
Portfolio return minus WFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WFC 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 WFC 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