+145.0%
WFC vs RRX
+228.4%
-83.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.7% | -2.7% | -0.6% |
| 7D | +0.4% | -0.3% | +0.7% | +0.4% |
| 30D | +1.5% | -6.1% | +7.7% | +4.1% |
| 3M | +10.2% | -23.1% | +33.3% | +20.3% |
| 6M | +18.8% | -19.5% | +38.3% | +24.5% |
| YTD | -1.5% | +16.1% | -17.6% | -14.7% |
| 1Y | +13.5% | +12.9% | +0.6% | -1.6% |
| 3Y | +135.0% | +7.9% | +127.0% | +93.3% |
| 5Y | +130.1% | +19.1% | +111.0% | +69.3% |
| All | +145.0% | +228.4% | -83.4% | -4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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