+1.7%
WFC vs RBA
-4.1%
+5.9%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.2% |
| 7D | -1.3% | +0.6% | -1.9% | -1.4% |
| 30D | +3.6% | +9.0% | -5.4% | +1.7% |
| 3M | -1.3% | +7.2% | -8.5% | -3.0% |
| 6M | +18.0% | -7.8% | +25.7% | +17.4% |
| YTD | -5.9% | -6.4% | +0.5% | -8.4% |
| All | +1.7% | -4.1% | +5.9% | -1.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling