+8,432.7%
WFC vs RRX
+3,925.9%
+4,506.8%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.8% | -2.4% |
| 7D | +1.1% | +4.3% | -3.2% | -0.6% |
| 30D | +0.8% | -8.0% | +8.8% | +4.0% |
| 3M | +9.3% | -22.0% | +31.3% | +17.9% |
| 6M | +10.6% | -11.9% | +22.5% | +11.7% |
| YTD | -4.1% | +17.1% | -21.2% | -14.7% |
| 1Y | +13.6% | +14.9% | -1.3% | +0.8% |
| 3Y | +130.7% | +6.9% | +123.9% | +98.9% |
| 5Y | +126.7% | +19.6% | +107.2% | +81.3% |
| 10Y | +132.1% | +215.9% | -83.8% | +23.8% |
| All | +8,432.7% | +3,925.9% | +4,506.8% | +2,861.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling