+112.4%
WFC vs ROP
+185.2%
-72.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.1% |
| 7D | +2.5% | +0.7% | +1.8% | +2.1% |
| 30D | +7.0% | +28.8% | -21.8% | -7.7% |
| 3M | -1.8% | +21.1% | -22.8% | -12.6% |
| 6M | +18.4% | +52.5% | -34.1% | -9.4% |
| YTD | -5.6% | +8.9% | -14.5% | -12.1% |
| 1Y | +3.9% | +8.2% | -4.4% | -3.0% |
| 3Y | +126.3% | -5.2% | +131.5% | +125.8% |
| 5Y | +91.1% | +1.7% | +89.4% | +78.5% |
| All | +112.4% | +185.2% | -72.8% | +1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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