+126.7%
WFC vs RIG
+52.4%
+74.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.7% | -2.0% |
| 7D | +1.1% | -2.7% | +3.8% | +1.4% |
| 30D | +0.8% | +9.5% | -8.7% | -0.5% |
| 3M | +9.3% | -6.6% | +15.9% | +9.9% |
| 6M | +10.6% | -2.9% | +13.5% | +10.1% |
| YTD | -4.1% | +39.5% | -43.5% | -9.8% |
| 1Y | +13.6% | +82.3% | -68.7% | +2.1% |
| 3Y | +130.7% | -29.6% | +160.3% | +129.3% |
| 5Y | +126.7% | +63.2% | +63.6% | +85.0% |
| All | +126.7% | +52.4% | +74.3% | +85.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling