+135.0%
WFC vs RSG
+57.7%
+77.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.2% | +0.8% |
| 7D | +0.4% | 0.0% | +0.3% | +0.4% |
| 30D | +1.5% | +4.0% | -2.4% | +0.8% |
| 3M | +10.2% | +7.4% | +2.8% | +8.4% |
| 6M | +18.8% | +0.1% | +18.7% | +18.5% |
| YTD | -1.5% | +6.0% | -7.5% | -3.4% |
| 1Y | +13.5% | -3.0% | +16.5% | +14.2% |
| 3Y | +135.0% | +56.5% | +78.5% | +108.8% |
| All | +135.0% | +57.7% | +77.2% | +108.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 3y: compounded portfolio wealth divided by compounded RSG 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…
3y analysis · Full analysis span regression · 6 months rolling