+118.2%
WFC vs RVTY
+212.9%
-94.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.6% |
| 7D | +0.9% | -2.7% | +3.5% | +1.6% |
| 30D | +3.3% | +3.2% | 0.0% | +2.0% |
| 3M | -1.4% | +37.2% | -38.6% | -10.9% |
| 6M | +14.7% | +57.7% | -43.0% | -1.1% |
| YTD | -5.9% | +64.8% | -70.8% | -20.8% |
| 1Y | +1.8% | +72.8% | -71.0% | -15.7% |
| 3Y | +124.9% | +89.8% | +35.1% | +74.6% |
| 5Y | +92.7% | -8.4% | +101.2% | +85.7% |
| 10Y | +118.2% | +219.5% | -101.2% | +20.8% |
| All | +118.2% | +212.9% | -94.7% | +20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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