+129.3%
WFC vs RCL
+249.6%
-120.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | +3.8% | -5.1% | +8.9% | +5.3% |
| 30D | +1.5% | -19.0% | +20.5% | +7.5% |
| 3M | +10.9% | -9.6% | +20.4% | +13.2% |
| 6M | +8.4% | -6.7% | +15.1% | +8.9% |
| YTD | -1.9% | -3.9% | +2.0% | -3.1% |
| 1Y | +12.3% | -25.1% | +37.4% | +18.8% |
| 3Y | +132.3% | +179.1% | -46.8% | +65.8% |
| All | +129.3% | +249.6% | -120.3% | +46.8% |
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