+138.8%
WFC vs RGTI
+53.9%
+84.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.6% | +5.5% | +2.1% |
| 7D | +0.4% | +2.5% | -2.0% | +0.3% |
| 30D | +2.5% | -13.7% | +16.1% | +3.0% |
| 3M | +10.0% | -22.6% | +32.6% | +10.8% |
| 6M | +15.1% | -13.4% | +28.5% | +14.4% |
| YTD | -2.2% | -31.2% | +29.0% | -2.0% |
| 1Y | +13.5% | -7.6% | +21.1% | +11.2% |
| 3Y | +135.2% | +669.7% | -534.5% | +90.1% |
| 5Y | +128.3% | +57.0% | +71.3% | +87.8% |
| All | +138.8% | +53.9% | +84.8% | +104.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling