+238.9%
WFC vs ROIV
+287.3%
-48.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.6% | -2.8% | +1.5% |
| 7D | +0.1% | +13.3% | -13.2% | -0.7% |
| 30D | +2.9% | +14.8% | -11.8% | +1.9% |
| 3M | -1.4% | +11.9% | -13.4% | -2.4% |
| 6M | +14.3% | +42.4% | -28.1% | +11.1% |
| YTD | -6.2% | +87.4% | -93.6% | -10.9% |
| 1Y | +1.6% | +97.2% | -95.6% | -3.8% |
| 3Y | +126.9% | +375.7% | -248.8% | +102.7% |
| 5Y | +94.0% | +379.0% | -285.1% | +62.4% |
| All | +238.9% | +287.3% | -48.4% | +178.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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