+142.4%
WFC vs ROP
+132.1%
+10.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.3% | +3.3% | +2.7% |
| 7D | +0.4% | -6.1% | +6.6% | +4.0% |
| 30D | +2.5% | -3.4% | +5.8% | +4.2% |
| 3M | +10.0% | +16.7% | -6.7% | -0.9% |
| 6M | +15.1% | +8.1% | +7.0% | +8.0% |
| YTD | -2.2% | -11.7% | +9.5% | +3.1% |
| 1Y | +13.5% | -24.2% | +37.7% | +31.2% |
| 3Y | +135.2% | -19.0% | +154.2% | +156.8% |
| 5Y | +128.3% | -15.9% | +144.2% | +137.9% |
| 10Y | +142.4% | +135.7% | +6.7% | +26.7% |
| All | +142.4% | +132.1% | +10.2% | +26.7% |
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