+86.8%
WFC vs ROIV
+378.2%
-291.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.2% | -6.6% | -0.9% |
| 7D | +1.2% | +5.3% | -4.1% | +0.8% |
| 30D | +5.2% | +11.9% | -6.7% | +4.3% |
| 3M | -3.0% | +10.7% | -13.8% | -4.1% |
| 6M | +6.2% | +34.9% | -28.7% | +3.3% |
| YTD | -7.9% | +79.2% | -87.1% | -12.6% |
| 1Y | +0.3% | +89.0% | -88.7% | -5.3% |
| 3Y | +117.7% | +337.3% | -219.6% | +93.1% |
| All | +86.8% | +378.2% | -291.5% | +52.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling