+3,279.5%
WFC vs RIG
-47.1%
+3,326.5%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.3% |
| 7D | +0.9% | -12.2% | +13.1% | +3.1% |
| 30D | +3.3% | -6.0% | +9.2% | +3.9% |
| 3M | -1.4% | -9.4% | +8.0% | -0.4% |
| 6M | +14.7% | -19.1% | +33.8% | +17.5% |
| YTD | -5.9% | +25.4% | -31.3% | -11.9% |
| 1Y | +1.8% | +23.3% | -21.5% | -4.5% |
| 3Y | +124.9% | -22.1% | +147.0% | +117.5% |
| 5Y | +92.7% | +50.1% | +42.6% | +53.0% |
| 10Y | +118.2% | -50.7% | +168.9% | +58.5% |
| All | +3,279.5% | -47.1% | +3,326.5% | +2,427.6% |
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