+118.2%
WFC vs RL
+369.1%
-250.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | +0.9% | +1.3% | -0.5% | +0.2% |
| 30D | +3.3% | +7.6% | -4.4% | 0.0% |
| 3M | -1.4% | -1.5% | +0.1% | -1.2% |
| 6M | +14.7% | +12.1% | +2.6% | +7.7% |
| YTD | -5.9% | +13.9% | -19.8% | -12.8% |
| 1Y | +1.8% | +20.7% | -18.8% | -8.2% |
| 3Y | +124.9% | +260.6% | -135.7% | +19.8% |
| 5Y | +92.7% | +248.9% | -156.1% | +0.5% |
| 10Y | +118.2% | +355.9% | -237.7% | -6.3% |
| All | +118.2% | +369.1% | -250.9% | -6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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