+118.2%
WFC vs RCL
+381.8%
-263.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.5% | +0.1% |
| 7D | +0.9% | +8.5% | -7.7% | -1.7% |
| 30D | +3.3% | +20.4% | -17.1% | -2.6% |
| 3M | -1.4% | +11.0% | -12.4% | -5.0% |
| 6M | +14.7% | +24.9% | -10.1% | +5.7% |
| YTD | -5.9% | +23.9% | -29.8% | -14.5% |
| 1Y | +1.8% | +30.8% | -29.0% | -9.3% |
| 3Y | +124.9% | +270.4% | -145.5% | +40.2% |
| 5Y | +92.7% | +296.1% | -203.4% | +9.8% |
| 10Y | +118.2% | +375.0% | -256.8% | -0.3% |
| All | +118.2% | +381.8% | -263.6% | -0.3% |
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