+1,262.5%
WFC vs RL
+1,366.2%
-103.7%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.0% | -1.2% | +0.1% |
| 7D | +3.8% | -0.8% | +4.6% | +4.0% |
| 30D | +1.5% | -7.8% | +9.2% | +4.4% |
| 3M | +10.9% | -4.0% | +14.9% | +11.9% |
| 6M | +8.4% | -1.9% | +10.3% | +7.6% |
| YTD | -1.9% | -0.2% | -1.7% | -3.4% |
| 1Y | +12.3% | +10.7% | +1.7% | +5.9% |
| 3Y | +132.3% | +210.8% | -78.4% | +43.3% |
| 5Y | +130.1% | +238.2% | -108.2% | +33.0% |
| 10Y | +134.4% | +313.4% | -179.0% | +18.0% |
| All | +1,262.5% | +1,366.2% | -103.7% | +324.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling