+90.5%
WFC vs ROIV
+413.4%
-322.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.4% | +4.4% | +0.3% |
| 7D | +1.7% | +9.2% | -7.5% | +1.0% |
| 30D | +6.8% | +19.9% | -13.1% | +5.3% |
| 3M | -3.0% | +10.6% | -13.6% | -4.0% |
| 6M | +15.4% | +36.1% | -20.7% | +12.0% |
| YTD | -5.9% | +84.3% | -90.2% | -11.1% |
| 1Y | +1.7% | +87.6% | -85.9% | -4.1% |
| 3Y | +124.9% | +353.9% | -229.0% | +97.9% |
| 5Y | +90.5% | +376.1% | -285.6% | +52.8% |
| All | +90.5% | +413.4% | -322.9% | +52.8% |
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 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