+142.4%
WFC vs RRC
+4.5%
+137.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.0% |
| 7D | +0.4% | -1.7% | +2.2% | +0.8% |
| 30D | +2.5% | +3.6% | -1.1% | +1.8% |
| 3M | +10.0% | +8.8% | +1.1% | +8.0% |
| 6M | +15.1% | +0.8% | +14.3% | +14.3% |
| YTD | -2.2% | +19.0% | -21.2% | -6.1% |
| 1Y | +13.5% | +22.9% | -9.5% | +7.9% |
| 3Y | +135.2% | +32.3% | +102.9% | +117.6% |
| 5Y | +128.3% | +151.6% | -23.2% | +79.9% |
| 10Y | +142.4% | +5.5% | +136.9% | +59.7% |
| All | +142.4% | +4.5% | +137.8% | +59.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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