+133.3%
WFC vs RNG
+122.1%
+11.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.0% |
| 7D | +0.4% | -4.1% | +4.5% | +0.9% |
| 30D | +2.5% | +8.6% | -6.2% | +1.4% |
| 3M | +10.0% | +78.0% | -68.0% | +2.3% |
| 6M | +15.1% | +67.0% | -52.0% | +6.9% |
| YTD | -2.2% | +142.4% | -144.6% | -15.0% |
| 1Y | +13.5% | +120.4% | -107.0% | -0.1% |
| All | +133.3% | +122.1% | +11.3% | +93.1% |
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