+8,432.7%
WFC vs ROL
+8,798.6%
-365.9%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.5% | +0.3% | -1.3% |
| 7D | +1.1% | -3.4% | +4.5% | +2.4% |
| 30D | +0.8% | -6.9% | +7.8% | +3.5% |
| 3M | +9.3% | -24.6% | +33.9% | +20.7% |
| 6M | +10.6% | -39.5% | +50.2% | +32.4% |
| YTD | -4.1% | -41.1% | +37.0% | +15.5% |
| 1Y | +13.6% | -37.9% | +51.5% | +33.6% |
| 3Y | +130.7% | +0.8% | +129.9% | +120.9% |
| 5Y | +126.7% | -4.7% | +131.4% | +115.9% |
| 10Y | +132.1% | +207.9% | -75.7% | +32.7% |
| All | +8,432.7% | +8,798.6% | -365.9% | +1,444.2% |
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 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