+4,891.0%
WFC vs ROP
+25,523.2%
-20,632.2%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.6% | +4.4% | +2.1% |
| 7D | +3.8% | -4.4% | +8.2% | +5.3% |
| 30D | +1.5% | +3.2% | -1.8% | +0.3% |
| 3M | +10.9% | +23.1% | -12.2% | +2.8% |
| 6M | +8.4% | +13.3% | -4.9% | +3.1% |
| YTD | -1.9% | -7.9% | +6.0% | -0.4% |
| 1Y | +12.3% | -22.1% | +34.4% | +20.4% |
| 3Y | +132.3% | -16.8% | +149.1% | +143.0% |
| 5Y | +130.1% | -13.5% | +143.6% | +136.1% |
| 10Y | +134.4% | +137.7% | -3.3% | +77.2% |
| All | +4,891.0% | +25,523.2% | -20,632.2% | +2,110.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling