+246.6%
WFC vs ROIV
+295.0%
-48.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +18.8% | -21.0% | -3.5% |
| 7D | +1.1% | +20.2% | -19.1% | -0.3% |
| 30D | +0.8% | +14.1% | -13.3% | -0.2% |
| 3M | +9.3% | +45.6% | -36.3% | +6.2% |
| 6M | +10.6% | +44.1% | -33.5% | +7.4% |
| YTD | -4.1% | +91.2% | -95.2% | -8.9% |
| 1Y | +13.6% | +221.3% | -207.7% | +4.1% |
| 3Y | +130.7% | +229.2% | -98.5% | +109.1% |
| 5Y | +126.7% | +316.5% | -189.7% | +85.8% |
| All | +246.6% | +295.0% | -48.4% | +184.8% |
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