+118.2%
WFC vs ROL
+209.5%
-91.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.5% |
| 7D | +0.9% | +2.9% | -2.0% | +0.1% |
| 30D | +3.3% | +20.1% | -16.9% | -2.1% |
| 3M | -1.4% | +3.2% | -4.6% | -2.6% |
| 6M | +14.7% | -28.0% | +42.7% | +25.4% |
| YTD | -5.9% | -35.3% | +29.3% | +5.8% |
| 1Y | +1.8% | -33.6% | +35.5% | +13.6% |
| 3Y | +124.9% | +3.8% | +121.1% | +113.2% |
| 5Y | +92.7% | +14.4% | +78.4% | +72.5% |
| 10Y | +118.2% | +213.1% | -94.8% | +8.0% |
| All | +118.2% | +209.5% | -91.3% | +8.0% |
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