+1.8%
WFC vs ROP
+7.7%
-5.8%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.2% |
| 7D | +0.9% | +0.2% | +0.7% | +0.8% |
| 30D | +3.3% | +30.3% | -27.1% | -1.0% |
| 3M | -1.4% | +17.8% | -19.2% | -4.1% |
| 6M | +14.7% | +38.9% | -24.2% | +7.2% |
| YTD | -5.9% | +7.6% | -13.5% | -8.1% |
| 1Y | +1.8% | +6.5% | -4.7% | -0.2% |
| All | +1.8% | +7.7% | -5.8% | -0.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling