+117.5%
WFC vs RRC
+60.0%
+57.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.6% | +1.8% |
| 7D | +0.1% | -10.3% | +10.4% | +2.0% |
| 30D | +2.9% | +19.5% | -16.5% | -0.7% |
| 3M | -1.4% | +27.9% | -29.4% | -6.2% |
| 6M | +14.3% | +21.2% | -6.8% | +9.5% |
| YTD | -6.2% | +39.6% | -45.8% | -12.9% |
| 1Y | +1.6% | +31.3% | -29.7% | -4.7% |
| 3Y | +126.9% | +51.9% | +75.0% | +104.0% |
| 5Y | +94.0% | +110.2% | -16.2% | +57.8% |
| All | +117.5% | +60.0% | +57.5% | +40.0% |
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