+136.0%
WFC vs RL
+215.4%
-79.4%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.0% | -1.2% | +0.3% |
| 7D | +3.8% | -0.8% | +4.6% | +4.0% |
| 30D | +1.5% | -7.8% | +9.2% | +3.8% |
| 3M | +10.9% | -4.0% | +14.9% | +11.6% |
| 6M | +8.4% | -1.9% | +10.3% | +7.8% |
| YTD | -1.9% | -0.2% | -1.7% | -3.0% |
| 1Y | +12.3% | +10.7% | +1.7% | +7.1% |
| All | +136.0% | +215.4% | -79.4% | +58.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling