+86.8%
WFC vs RCL
+247.7%
-160.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.8% |
| 7D | +1.2% | +6.5% | -5.3% | -0.5% |
| 30D | +5.2% | +15.9% | -10.7% | +0.9% |
| 3M | -3.0% | +2.7% | -5.7% | -4.1% |
| 6M | +6.2% | +15.2% | -9.0% | +0.9% |
| YTD | -7.9% | +19.2% | -27.1% | -14.6% |
| 1Y | +0.3% | +31.6% | -31.3% | -10.0% |
| 3Y | +117.7% | +274.2% | -156.5% | +42.4% |
| All | +86.8% | +247.7% | -160.9% | +22.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling