+145.0%
WFC vs RIG
-41.2%
+186.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.7% | +1.2% |
| 7D | +0.4% | -3.1% | +3.4% | +0.9% |
| 30D | +1.5% | -0.5% | +2.1% | +1.5% |
| 3M | +10.2% | -6.0% | +16.2% | +10.9% |
| 6M | +18.8% | -10.1% | +28.9% | +19.6% |
| YTD | -1.5% | +37.3% | -38.8% | -8.2% |
| 1Y | +13.5% | +73.9% | -60.4% | +1.0% |
| 3Y | +135.0% | -30.2% | +165.1% | +133.5% |
| 5Y | +130.1% | +62.5% | +67.6% | +83.6% |
| All | +145.0% | -41.2% | +186.1% | +67.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 RIG 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