+94.0%
WFC vs RVTY
-6.1%
+100.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.6% | -1.8% | +1.0% |
| 7D | +0.1% | +6.0% | -5.9% | -1.3% |
| 30D | +2.9% | +4.3% | -1.4% | +1.7% |
| 3M | -1.4% | +40.2% | -41.7% | -9.5% |
| 6M | +14.3% | +59.3% | -45.0% | +1.3% |
| YTD | -6.2% | +66.5% | -72.7% | -18.5% |
| 1Y | +1.6% | +77.5% | -75.9% | -13.3% |
| 3Y | +126.9% | +92.5% | +34.4% | +84.6% |
| 5Y | +94.0% | -6.8% | +100.8% | +84.3% |
| All | +94.0% | -6.1% | +100.0% | +84.3% |
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 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