+322.8%
WFC vs RKT
-12.8%
+335.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.5% | -0.1% |
| 7D | +0.3% | -7.2% | +7.5% | +0.9% |
| 30D | +2.3% | -7.9% | +10.2% | +2.9% |
| 3M | +9.8% | +5.2% | +4.6% | +8.8% |
| 6M | +15.6% | -14.9% | +30.5% | +16.3% |
| YTD | -2.4% | -31.9% | +29.4% | -0.3% |
| 1Y | +13.8% | -36.9% | +50.7% | +16.8% |
| 3Y | +134.6% | +35.7% | +98.9% | +119.3% |
| 5Y | +127.9% | -9.7% | +137.6% | +111.5% |
| All | +322.8% | -12.8% | +335.6% | +283.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RKT.
Daily Out/Under-Performance
Portfolio return minus RKT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RKT 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 RKT 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