+128.5%
WFC vs RVMD
+574.1%
-445.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.8% | +1.9% |
| 7D | +0.4% | -0.7% | +1.2% | +0.5% |
| 30D | +2.5% | +0.3% | +2.1% | +2.4% |
| 3M | +10.0% | +38.9% | -28.9% | +6.3% |
| 6M | +15.1% | +108.1% | -93.1% | +5.4% |
| YTD | -2.2% | +160.7% | -162.9% | -13.5% |
| 1Y | +13.5% | +407.3% | -393.8% | -8.0% |
| 3Y | +135.2% | +546.6% | -411.4% | +79.7% |
| All | +128.5% | +574.1% | -445.6% | +62.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling