+61.0%
WFC vs RDDT
+217.8%
-156.9%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.3% | +1.1% | -2.0% |
| 7D | +1.1% | +3.3% | -2.2% | +0.8% |
| 30D | +0.8% | -7.6% | +8.4% | +1.3% |
| 3M | +9.3% | -12.7% | +22.0% | +9.6% |
| 6M | +10.6% | +7.2% | +3.5% | +8.7% |
| YTD | -4.1% | -35.0% | +30.9% | -2.4% |
| 1Y | +13.6% | -35.0% | +48.6% | +15.0% |
| All | +61.0% | +217.8% | -156.9% | +53.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling