+142.4%
WFC vs RL
+297.6%
-155.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.3% | +5.3% | +3.3% |
| 7D | +0.4% | -0.3% | +0.7% | +0.5% |
| 30D | +2.5% | -17.5% | +20.0% | +10.8% |
| 3M | +10.0% | -14.0% | +24.0% | +16.3% |
| 6M | +15.1% | -2.0% | +17.0% | +14.0% |
| YTD | -2.2% | -4.6% | +2.4% | -2.2% |
| 1Y | +13.5% | +9.5% | +4.0% | +6.3% |
| 3Y | +135.2% | +200.5% | -65.3% | +35.0% |
| 5Y | +128.3% | +226.3% | -97.9% | +20.6% |
| 10Y | +142.4% | +304.8% | -162.4% | +8.4% |
| All | +142.4% | +297.6% | -155.2% | +8.4% |
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