+12.3%
WFC vs RDDT
-31.4%
+43.7%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RDDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +0.9% |
| 7D | +3.8% | +1.0% | +2.8% | +3.7% |
| 30D | +1.5% | -0.5% | +2.0% | +1.4% |
| 3M | +10.9% | -16.0% | +26.9% | +11.6% |
| 6M | +8.4% | +4.9% | +3.6% | +6.0% |
| YTD | -1.9% | -32.8% | +30.9% | -0.4% |
| 1Y | +12.3% | -33.5% | +45.8% | +13.1% |
| All | +12.3% | -31.4% | +43.7% | +13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RDDT.
Daily Out/Under-Performance
Portfolio return minus RDDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDDT 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 1y: compounded portfolio wealth divided by compounded RDDT 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…
1y analysis · Full analysis span regression · 6 months rolling