+4,584.1%
WFC vs ROP
+29,959.8%
-25,375.7%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.5% | +0.5% |
| 7D | +1.2% | +2.1% | -0.9% | +0.5% |
| 30D | +5.2% | +32.9% | -27.7% | -4.5% |
| 3M | -3.0% | +20.3% | -23.4% | -9.3% |
| 6M | +6.2% | +36.8% | -30.6% | -5.3% |
| YTD | -7.9% | +8.1% | -16.0% | -11.7% |
| 1Y | +0.3% | +8.3% | -8.0% | -3.9% |
| 3Y | +117.7% | -3.2% | +121.0% | +115.8% |
| 5Y | +88.4% | +1.7% | +86.6% | +82.6% |
| 10Y | +147.3% | +199.2% | -51.9% | +73.1% |
| All | +4,584.1% | +29,959.8% | -25,375.7% | +1,860.5% |
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