+1,115.8%
RSP vs WFC
+571.2%
+544.6%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.2% |
| 7D | -1.0% | +1.2% | -2.3% | -1.5% |
| 30D | +2.6% | +5.2% | -2.6% | +0.7% |
| 3M | -0.8% | -3.0% | +2.3% | +0.1% |
| 6M | +6.3% | +6.2% | +0.1% | +3.4% |
| YTD | +14.1% | -7.9% | +22.0% | +16.3% |
| 1Y | +18.0% | +0.3% | +17.7% | +16.6% |
| 3Y | +61.0% | +117.7% | -56.7% | +17.1% |
| 5Y | +45.6% | +88.4% | -42.8% | +9.5% |
| 10Y | +220.2% | +147.3% | +72.9% | +105.5% |
| All | +1,115.8% | +571.2% | +544.6% | +312.5% |
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