+59.5%
WFC vs RBRK
+124.5%
-65.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.5% | +3.5% | +1.2% |
| 7D | +0.4% | -7.5% | +7.9% | +1.1% |
| 30D | +1.5% | -10.4% | +12.0% | +2.3% |
| 3M | +10.2% | +21.3% | -11.1% | +6.8% |
| 6M | +18.8% | +50.6% | -31.9% | +11.1% |
| YTD | -1.5% | +13.3% | -14.8% | -4.6% |
| 1Y | +13.5% | +11.2% | +2.3% | +9.3% |
| All | +59.5% | +124.5% | -65.0% | +29.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling