+8,627.7%
WFC vs RRC
+1,202.2%
+7,425.5%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.7% | +1.0% |
| 7D | +3.8% | +1.3% | +2.5% | +3.6% |
| 30D | +1.5% | +10.1% | -8.6% | +0.3% |
| 3M | +10.9% | +4.0% | +6.9% | +10.1% |
| 6M | +8.4% | +1.6% | +6.8% | +7.8% |
| YTD | -1.9% | +19.7% | -21.6% | -4.5% |
| 1Y | +12.3% | +21.4% | -9.1% | +9.0% |
| 3Y | +132.3% | +29.7% | +102.7% | +121.7% |
| 5Y | +130.1% | +153.9% | -23.8% | +97.8% |
| 10Y | +134.4% | +10.8% | +123.6% | +96.8% |
| All | +8,627.7% | +1,202.2% | +7,425.5% | +6,597.3% |
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