+140.4%
WFC vs RGTI
+54.2%
+86.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.9% |
| 7D | +0.4% | +0.5% | -0.1% | +0.3% |
| 30D | +1.5% | -17.1% | +18.6% | +2.3% |
| 3M | +10.2% | -26.0% | +36.2% | +11.2% |
| 6M | +18.8% | -9.9% | +28.7% | +17.9% |
| YTD | -1.5% | -31.1% | +29.5% | -1.3% |
| 1Y | +13.5% | -8.5% | +22.1% | +11.3% |
| 3Y | +135.0% | +652.2% | -517.3% | +90.1% |
| 5Y | +130.1% | +56.8% | +73.3% | +89.5% |
| All | +140.4% | +54.2% | +86.2% | +106.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RGTI.
Daily Out/Under-Performance
Portfolio return minus RGTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGTI 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 RGTI 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