+126.7%
WFC vs RVTY
-32.1%
+158.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.4% | +0.2% | -1.7% |
| 7D | +1.1% | +0.4% | +0.7% | +1.0% |
| 30D | +0.8% | +10.8% | -10.0% | -1.8% |
| 3M | +9.3% | +26.8% | -17.5% | +2.7% |
| 6M | +10.6% | +39.3% | -28.7% | +1.0% |
| YTD | -4.1% | +31.6% | -35.7% | -11.5% |
| 1Y | +13.6% | +47.7% | -34.1% | +1.1% |
| 3Y | +130.7% | +19.9% | +110.8% | +111.4% |
| 5Y | +126.7% | -32.3% | +159.1% | +129.5% |
| All | +126.7% | -32.1% | +158.8% | +129.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling