+254.6%
WFC vs ROIV
+232.7%
+21.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.6% | +0.8% |
| 7D | +3.8% | +0.6% | +3.1% | +3.7% |
| 30D | +1.5% | +1.0% | +0.5% | +1.3% |
| 3M | +10.9% | +18.3% | -7.4% | +9.4% |
| 6M | +8.4% | +18.3% | -9.9% | +6.8% |
| YTD | -1.9% | +61.0% | -62.8% | -5.6% |
| 1Y | +12.3% | +177.9% | -165.5% | +4.1% |
| 3Y | +132.3% | +199.1% | -66.7% | +112.5% |
| 5Y | +130.1% | +250.7% | -120.6% | +91.0% |
| All | +254.6% | +232.7% | +21.9% | +195.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling