+8,091.1%
WFC vs ROL
+9,562.4%
-1,471.4%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | +0.3% |
| 7D | +1.2% | +9.5% | -8.2% | -2.1% |
| 30D | +5.2% | +22.9% | -17.7% | -2.7% |
| 3M | -3.0% | +3.5% | -6.6% | -4.8% |
| 6M | +6.2% | -29.4% | +35.6% | +19.5% |
| YTD | -7.9% | -36.1% | +28.1% | +7.0% |
| 1Y | +0.3% | -34.4% | +34.6% | +15.3% |
| 3Y | +117.7% | +4.0% | +113.7% | +105.7% |
| 5Y | +88.4% | +13.2% | +75.1% | +68.0% |
| 10Y | +147.3% | +219.7% | -72.4% | +39.0% |
| All | +8,091.1% | +9,562.4% | -1,471.4% | +1,330.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling