+142.7%
WFC vs ROST
+308.3%
-165.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.3% |
| 7D | +0.3% | -2.5% | +2.8% | +1.4% |
| 30D | +2.3% | -10.3% | +12.6% | +7.0% |
| 3M | +9.8% | -2.6% | +12.3% | +10.4% |
| 6M | +15.6% | +6.5% | +9.0% | +11.3% |
| YTD | -2.4% | +25.9% | -28.4% | -13.0% |
| 1Y | +13.8% | +52.3% | -38.5% | -7.0% |
| 3Y | +134.6% | +94.6% | +40.1% | +67.0% |
| 5Y | +127.9% | +111.1% | +16.8% | +49.8% |
| All | +142.7% | +308.3% | -165.7% | +28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ROST 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling