+139.3%
WFC vs ROL
+7.0%
+132.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.8% |
| 7D | +3.8% | -1.4% | +5.2% | +4.0% |
| 30D | +1.5% | -4.1% | +5.6% | +2.0% |
| 3M | +10.9% | -22.5% | +33.4% | +14.3% |
| 6M | +8.4% | -37.7% | +46.1% | +14.9% |
| YTD | -1.9% | -39.6% | +37.7% | +4.4% |
| 1Y | +12.3% | -36.0% | +48.4% | +18.6% |
| All | +139.3% | +7.0% | +132.3% | +131.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling