+111.7%
WFC vs RL
+342.1%
-230.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.3% |
| 7D | +1.7% | +2.4% | -0.6% | +0.7% |
| 30D | +6.8% | +4.6% | +2.3% | +4.7% |
| 3M | -3.0% | -1.1% | -1.9% | -3.0% |
| 6M | +15.4% | +16.5% | -1.1% | +6.5% |
| YTD | -5.9% | +11.4% | -17.3% | -12.0% |
| 1Y | +1.7% | +16.1% | -14.4% | -6.8% |
| 3Y | +124.9% | +252.6% | -127.7% | +21.0% |
| 5Y | +90.5% | +244.9% | -154.4% | -0.3% |
| All | +111.7% | +342.1% | -230.4% | -9.0% |
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