+1,127.7%
RSP vs WFC
+615.2%
+512.6%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.8% |
| 7D | -0.8% | +3.8% | -4.5% | -2.1% |
| 30D | -0.3% | +1.5% | -1.8% | -0.9% |
| 3M | +4.3% | +10.9% | -6.6% | +0.2% |
| 6M | +8.8% | +8.4% | +0.4% | +5.1% |
| YTD | +15.3% | -1.9% | +17.1% | +15.0% |
| 1Y | +18.3% | +12.3% | +5.9% | +12.0% |
| 3Y | +52.8% | +132.3% | -79.5% | +8.6% |
| 5Y | +51.7% | +130.1% | -78.4% | +6.0% |
| 10Y | +208.5% | +134.4% | +74.1% | +101.7% |
| All | +1,127.7% | +615.2% | +512.6% | +307.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling