+126.3%
WFC vs RNG
+179.0%
-52.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.4% |
| 7D | +2.5% | +4.6% | -2.1% | +2.1% |
| 30D | +7.0% | +0.4% | +6.6% | +6.8% |
| 3M | -1.8% | +11.4% | -13.2% | -3.2% |
| 6M | +18.4% | +95.7% | -77.3% | +8.6% |
| YTD | -5.6% | +162.9% | -168.5% | -18.5% |
| 1Y | +3.9% | +180.3% | -176.4% | -11.4% |
| 3Y | +126.3% | +188.3% | -62.0% | +86.2% |
| All | +126.3% | +179.0% | -52.7% | +86.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling