+8,272.6%
WFC vs RRC
+1,511.7%
+6,760.8%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.2% | -0.1% |
| 7D | -1.3% | -0.5% | -0.8% | -1.2% |
| 30D | +3.6% | +25.2% | -21.6% | +0.6% |
| 3M | -1.3% | +27.8% | -29.1% | -4.5% |
| 6M | +18.0% | +27.2% | -9.2% | +14.0% |
| YTD | -5.9% | +48.2% | -54.0% | -10.9% |
| 1Y | +1.8% | +34.7% | -32.9% | -2.6% |
| 3Y | +125.0% | +62.2% | +62.8% | +108.7% |
| 5Y | +92.0% | +130.9% | -38.9% | +66.8% |
| 10Y | +117.9% | +73.4% | +44.5% | +74.0% |
| All | +8,272.6% | +1,511.7% | +6,760.8% | +6,144.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling