+307.8%
WFC vs RKT
-9.3%
+317.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.1% | +5.0% | +0.4% |
| 7D | +1.7% | -7.5% | +9.2% | +2.4% |
| 30D | +6.8% | +26.6% | -19.7% | +4.6% |
| 3M | -3.0% | -2.4% | -0.6% | -3.1% |
| 6M | +15.4% | -7.4% | +22.8% | +15.4% |
| YTD | -5.9% | -29.2% | +23.3% | -4.3% |
| 1Y | +1.7% | -23.5% | +25.2% | +2.7% |
| 3Y | +124.9% | +73.9% | +51.0% | +106.2% |
| 5Y | +90.5% | -6.6% | +97.1% | +75.9% |
| All | +307.8% | -9.3% | +317.1% | +267.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling