+129.3%
WFC vs ROP
-13.6%
+142.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.6% | +4.4% | +2.3% |
| 7D | +3.8% | -4.4% | +8.2% | +5.6% |
| 30D | +1.5% | +3.2% | -1.8% | 0.0% |
| 3M | +10.9% | +23.1% | -12.2% | +0.6% |
| 6M | +8.4% | +13.3% | -4.9% | +1.8% |
| YTD | -1.9% | -7.9% | +6.0% | +1.1% |
| 1Y | +12.3% | -22.1% | +34.4% | +25.6% |
| 3Y | +132.3% | -16.8% | +149.1% | +149.3% |
| All | +129.3% | -13.6% | +142.9% | +130.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling