+111.8%
WFC vs RBA
+208.8%
-97.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.2% |
| 7D | -1.3% | +0.6% | -1.9% | -1.5% |
| 30D | +3.6% | +9.0% | -5.4% | +0.8% |
| 3M | -1.3% | +7.2% | -8.5% | -3.7% |
| 6M | +18.0% | -7.8% | +25.7% | +19.5% |
| YTD | -5.9% | -6.4% | +0.5% | -5.5% |
| 1Y | +1.8% | -4.2% | +6.0% | +1.4% |
| 3Y | +125.0% | +64.1% | +60.9% | +87.8% |
| 5Y | +92.0% | +48.4% | +43.6% | +61.0% |
| All | +111.8% | +208.8% | -97.0% | +21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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