+126.3%
WFC vs ROIV
+357.5%
-231.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.5% |
| 7D | +2.5% | +1.7% | +0.8% | +2.2% |
| 30D | +7.0% | +17.6% | -10.6% | +4.4% |
| 3M | -1.8% | +9.0% | -10.7% | -3.5% |
| 6M | +18.4% | +35.3% | -16.9% | +11.3% |
| YTD | -5.6% | +82.2% | -87.8% | -16.9% |
| 1Y | +3.9% | +92.3% | -88.4% | -9.8% |
| 3Y | +126.3% | +336.8% | -210.5% | +61.4% |
| All | +126.3% | +357.5% | -231.2% | +61.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling