+132.1%
WFC vs ROL
+203.4%
-71.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.5% | +0.3% | -1.5% |
| 7D | +1.1% | -3.4% | +4.5% | +2.1% |
| 30D | +0.8% | -6.9% | +7.8% | +2.9% |
| 3M | +9.3% | -24.6% | +33.9% | +18.2% |
| 6M | +10.6% | -39.5% | +50.2% | +27.6% |
| YTD | -4.1% | -41.1% | +37.0% | +11.1% |
| 1Y | +13.6% | -37.9% | +51.5% | +29.1% |
| 3Y | +130.7% | +0.8% | +129.9% | +120.0% |
| 5Y | +126.7% | -4.7% | +131.4% | +115.2% |
| 10Y | +132.1% | +207.9% | -75.7% | +22.2% |
| All | +132.1% | +203.4% | -71.3% | +22.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling