+8,627.7%
WFC vs ROST
+70,186.3%
-61,558.6%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.0% |
| 7D | +3.8% | +0.9% | +2.8% | +3.5% |
| 30D | +1.5% | -8.9% | +10.4% | +3.8% |
| 3M | +10.9% | -0.8% | +11.7% | +10.8% |
| 6M | +8.4% | +8.5% | -0.1% | +5.8% |
| YTD | -1.9% | +28.6% | -30.5% | -8.3% |
| 1Y | +12.3% | +52.3% | -40.0% | +0.6% |
| 3Y | +132.3% | +94.8% | +37.5% | +93.9% |
| 5Y | +130.1% | +110.8% | +19.3% | +85.2% |
| 10Y | +134.4% | +304.5% | -170.1% | +62.0% |
| All | +8,627.7% | +70,186.3% | -61,558.6% | +2,620.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling