+142.4%
WFC vs RVTY
+134.6%
+7.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.5% | +4.5% | +2.7% |
| 7D | +0.4% | -5.4% | +5.9% | +2.1% |
| 30D | +2.5% | +6.7% | -4.3% | +0.3% |
| 3M | +10.0% | +19.0% | -9.0% | +3.8% |
| 6M | +15.1% | +34.6% | -19.6% | +3.9% |
| YTD | -2.2% | +28.3% | -30.5% | -10.8% |
| 1Y | +13.5% | +46.0% | -32.6% | -1.3% |
| 3Y | +135.2% | +16.9% | +118.3% | +112.5% |
| 5Y | +128.3% | -32.9% | +161.2% | +143.4% |
| 10Y | +142.4% | +141.6% | +0.8% | +42.9% |
| All | +142.4% | +134.6% | +7.8% | +42.9% |
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