+132.1%
WFC vs RCL
+344.6%
-212.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -2.0% | -2.2% |
| 7D | +1.1% | -0.5% | +1.5% | +1.2% |
| 30D | +0.8% | -17.3% | +18.2% | +6.8% |
| 3M | +9.3% | -2.8% | +12.0% | +9.4% |
| 6M | +10.6% | -4.4% | +15.0% | +10.3% |
| YTD | -4.1% | -4.2% | +0.1% | -5.3% |
| 1Y | +13.6% | -23.4% | +36.9% | +19.6% |
| 3Y | +130.7% | +179.4% | -48.7% | +57.5% |
| 5Y | +126.7% | +238.8% | -112.0% | +35.7% |
| 10Y | +132.1% | +350.2% | -218.0% | +15.2% |
| All | +132.1% | +344.6% | -212.5% | +15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL 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 RCL 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