+130.7%
WFC vs ROP
-18.5%
+149.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.9% | +0.6% | -1.3% |
| 7D | +1.1% | -5.4% | +6.5% | +2.9% |
| 30D | +0.8% | -1.6% | +2.5% | +1.2% |
| 3M | +9.3% | +18.8% | -9.6% | +1.5% |
| 6M | +10.6% | +8.2% | +2.4% | +6.6% |
| YTD | -4.1% | -10.5% | +6.4% | +0.3% |
| 1Y | +13.6% | -23.7% | +37.3% | +28.6% |
| 3Y | +130.7% | -17.9% | +148.6% | +140.7% |
| All | +130.7% | -18.5% | +149.2% | +140.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling