+118.2%
WFC vs ROP
+185.1%
-66.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | 0.0% |
| 7D | +0.9% | +0.2% | +0.7% | +0.7% |
| 30D | +3.3% | +30.3% | -27.1% | -11.5% |
| 3M | -1.4% | +17.8% | -19.2% | -11.0% |
| 6M | +14.7% | +38.9% | -24.2% | -7.2% |
| YTD | -5.9% | +7.6% | -13.5% | -11.9% |
| 1Y | +1.8% | +6.5% | -4.7% | -4.0% |
| 3Y | +124.9% | -6.3% | +131.2% | +125.9% |
| 5Y | +92.7% | +0.9% | +91.8% | +80.7% |
| 10Y | +118.2% | +180.7% | -62.5% | +5.0% |
| All | +118.2% | +185.1% | -66.8% | +5.0% |
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