+2.5%
WFC vs ROL
-34.1%
+36.7%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.8% | -0.5% | +1.9% |
| 7D | +4.5% | +14.6% | -10.1% | +2.8% |
| 30D | +7.4% | +29.3% | -21.9% | +4.5% |
| 3M | -0.5% | +2.0% | -2.5% | -0.7% |
| 6M | +11.7% | -28.5% | +40.2% | +18.0% |
| YTD | -4.6% | -35.3% | +30.7% | +1.9% |
| 1Y | +2.5% | -34.7% | +37.2% | +8.8% |
| All | +2.5% | -34.1% | +36.7% | +8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 1y: compounded portfolio wealth divided by compounded ROL 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…
1y analysis · Full analysis span regression · 6 months rolling