+13.5%
WFC vs RVTY
+43.7%
-30.2%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.5% | +4.5% | +2.3% |
| 7D | +0.4% | -5.4% | +5.9% | +1.2% |
| 30D | +2.5% | +6.7% | -4.3% | +1.4% |
| 3M | +10.0% | +19.0% | -9.0% | +6.8% |
| 6M | +15.1% | +34.6% | -19.6% | +8.8% |
| YTD | -2.2% | +28.3% | -30.5% | -7.2% |
| 1Y | +13.5% | +46.0% | -32.6% | +8.3% |
| All | +13.5% | +43.7% | -30.2% | +8.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling