+111.2%
WFC vs RVMD
+510.7%
-399.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.6% | +0.6% |
| 7D | +2.5% | -10.4% | +12.9% | +3.9% |
| 30D | +7.0% | -11.0% | +18.0% | +8.3% |
| 3M | -1.8% | -14.7% | +12.9% | -0.1% |
| 6M | +18.4% | +14.9% | +3.5% | +15.3% |
| YTD | -5.6% | +116.3% | -121.9% | -18.1% |
| 1Y | +3.9% | +167.6% | -163.7% | -12.9% |
| 3Y | +126.3% | +776.8% | -650.5% | +54.0% |
| 5Y | +91.1% | +424.8% | -333.7% | +30.4% |
| All | +111.2% | +510.7% | -399.6% | +21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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