+112.4%
WFC vs RMD
+347.3%
-234.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | +0.1% | +0.3% |
| 7D | +2.5% | +2.1% | +0.4% | +1.9% |
| 30D | +7.0% | +2.1% | +4.9% | +6.2% |
| 3M | -1.8% | +6.2% | -8.0% | -3.7% |
| 6M | +18.4% | +19.4% | -1.0% | +11.7% |
| YTD | -5.6% | +0.5% | -6.1% | -6.6% |
| 1Y | +3.9% | -3.9% | +7.8% | +4.0% |
| 3Y | +126.3% | +72.5% | +53.8% | +82.2% |
| 5Y | +91.1% | -1.5% | +92.6% | +80.9% |
| All | +112.4% | +347.3% | -234.9% | +42.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 RMD 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