+3,424.5%
WFC vs RIG
-40.2%
+3,464.7%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.8% | +3.7% | +1.4% |
| 7D | +3.8% | +0.9% | +2.9% | +3.6% |
| 30D | +1.5% | +13.8% | -12.3% | -1.0% |
| 3M | +10.9% | -6.4% | +17.3% | +11.6% |
| 6M | +8.4% | -8.2% | +16.6% | +8.8% |
| YTD | -1.9% | +41.6% | -43.5% | -9.6% |
| 1Y | +12.3% | +88.7% | -76.4% | -2.6% |
| 3Y | +132.3% | -30.9% | +163.2% | +130.9% |
| 5Y | +130.1% | +57.7% | +72.4% | +81.1% |
| 10Y | +134.4% | -39.3% | +173.6% | +63.9% |
| All | +3,424.5% | -40.2% | +3,464.7% | +2,495.9% |
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