+868.7%
WFC vs RSG
+2,005.0%
-1,136.3%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -2.0% |
| 7D | +1.1% | -0.7% | +1.8% | +1.3% |
| 30D | +0.8% | +3.3% | -2.5% | -0.5% |
| 3M | +9.3% | +8.5% | +0.8% | +5.5% |
| 6M | +10.6% | -3.5% | +14.2% | +11.5% |
| YTD | -4.1% | +5.5% | -9.6% | -6.8% |
| 1Y | +13.6% | -1.7% | +15.3% | +13.3% |
| 3Y | +130.7% | +56.9% | +73.8% | +89.4% |
| 5Y | +126.7% | +89.4% | +37.3% | +71.4% |
| 10Y | +132.1% | +412.5% | -280.4% | +24.8% |
| All | +868.7% | +2,005.0% | -1,136.3% | +241.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling