+114.6%
WFC vs RVMD
+634.9%
-520.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -0.9% | -2.1% |
| 7D | +1.1% | -1.2% | +2.3% | +1.2% |
| 30D | +0.8% | +1.1% | -0.2% | +0.6% |
| 3M | +9.3% | +39.6% | -30.3% | +4.2% |
| 6M | +10.6% | +110.7% | -100.1% | -1.8% |
| YTD | -4.1% | +160.3% | -164.4% | -18.5% |
| 1Y | +13.6% | +404.9% | -391.4% | -13.4% |
| 3Y | +130.7% | +545.5% | -414.7% | +62.6% |
| 5Y | +126.7% | +584.7% | -457.9% | +48.4% |
| All | +114.6% | +634.9% | -520.3% | +20.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling