+3,279.5%
WFC vs RIG
-45.6%
+3,325.1%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | +1.7% | +4.3% | -2.6% | +1.0% |
| 30D | +6.8% | -5.8% | +12.7% | +7.5% |
| 3M | -3.0% | -6.7% | +3.7% | -2.5% |
| 6M | +15.4% | -18.7% | +34.1% | +18.1% |
| YTD | -5.9% | +28.8% | -34.7% | -12.4% |
| 1Y | +1.7% | +28.8% | -27.2% | -5.5% |
| 3Y | +124.9% | -20.0% | +144.9% | +116.5% |
| 5Y | +90.5% | +56.0% | +34.5% | +50.2% |
| 10Y | +117.8% | -48.7% | +166.5% | +57.0% |
| All | +3,279.5% | -45.6% | +3,325.1% | +2,415.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling