+142.7%
WFC vs RNG
+223.4%
-80.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.6% | -0.1% |
| 7D | +0.3% | -9.6% | +9.9% | +1.5% |
| 30D | +2.3% | +8.8% | -6.5% | +1.2% |
| 3M | +9.8% | +78.6% | -68.9% | +1.8% |
| 6M | +15.6% | +70.3% | -54.7% | +6.9% |
| YTD | -2.4% | +140.3% | -142.8% | -14.5% |
| 1Y | +13.8% | +126.6% | -112.8% | +0.3% |
| 3Y | +134.6% | +120.2% | +14.4% | +102.4% |
| 5Y | +127.9% | -68.3% | +196.2% | +126.5% |
| All | +142.7% | +223.4% | -80.8% | +62.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling