+12.3%
WFC vs RNG
+144.7%
-132.4%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.9% | +4.8% | +1.0% |
| 7D | +3.8% | +5.8% | -2.0% | +3.5% |
| 30D | +1.5% | +19.6% | -18.1% | +0.7% |
| 3M | +10.9% | +67.0% | -56.2% | +8.2% |
| 6M | +8.4% | +88.4% | -79.9% | +4.5% |
| YTD | -1.9% | +155.5% | -157.4% | -7.8% |
| 1Y | +12.3% | +141.7% | -129.3% | +4.4% |
| All | +12.3% | +144.7% | -132.4% | +4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 1y: compounded portfolio wealth divided by compounded RNG 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…
1y analysis · Full analysis span regression · 6 months rolling