+126.7%
WFC vs RRC
+153.5%
-26.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -2.0% | -2.2% |
| 7D | +1.1% | -1.2% | +2.3% | +1.3% |
| 30D | +0.8% | +9.4% | -8.6% | -0.8% |
| 3M | +9.3% | +7.4% | +1.9% | +7.6% |
| 6M | +10.6% | +1.5% | +9.2% | +9.8% |
| YTD | -4.1% | +19.4% | -23.5% | -8.0% |
| 1Y | +13.6% | +24.2% | -10.7% | +7.6% |
| 3Y | +130.7% | +32.8% | +97.9% | +112.5% |
| 5Y | +126.7% | +152.9% | -26.2% | +83.4% |
| All | +126.7% | +153.5% | -26.8% | +83.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling