+2.5%
WFC vs RBRK
+62.9%
-60.4%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.1% | +0.1% | +2.2% |
| 7D | +4.5% | -12.5% | +17.0% | +4.5% |
| 30D | +7.4% | -3.0% | +10.4% | +7.3% |
| 3M | -0.5% | +46.9% | -47.4% | -0.7% |
| 6M | +11.7% | +105.4% | -93.7% | +10.2% |
| YTD | -4.6% | +55.6% | -60.2% | -6.6% |
| 1Y | +2.5% | +63.9% | -61.4% | +0.7% |
| All | +2.5% | +62.9% | -60.4% | +0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RBRK.
Daily Out/Under-Performance
Portfolio return minus RBRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBRK 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 RBRK 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