+120.8%
WFC vs RGTI
+55.6%
+65.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.2% |
| 7D | +0.3% | -0.1% | +0.4% | +0.3% |
| 30D | +2.3% | -16.2% | +18.5% | +3.0% |
| 3M | +9.8% | -22.0% | +31.8% | +10.5% |
| 6M | +15.6% | -10.8% | +26.3% | +14.7% |
| YTD | -2.4% | -31.6% | +29.1% | -2.2% |
| 1Y | +13.8% | -6.4% | +20.2% | +11.5% |
| 3Y | +134.6% | +665.7% | -531.0% | +89.7% |
| All | +120.8% | +55.6% | +65.1% | +85.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling