+143.3%
WFC vs ROST
+308.0%
-164.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.8% | +3.7% | +2.7% |
| 7D | +0.4% | -2.2% | +2.7% | +1.4% |
| 30D | +2.5% | -11.4% | +13.9% | +7.8% |
| 3M | +10.0% | -1.6% | +11.6% | +10.1% |
| 6M | +15.1% | +6.8% | +8.2% | +10.7% |
| YTD | -2.2% | +25.8% | -28.0% | -12.7% |
| 1Y | +13.5% | +52.4% | -39.0% | -7.3% |
| 3Y | +135.2% | +94.4% | +40.9% | +67.5% |
| 5Y | +128.3% | +108.2% | +20.1% | +51.1% |
| All | +143.3% | +308.0% | -164.7% | +28.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling