+454.5%
V vs WFC
+130.3%
+324.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | +0.6% | +0.9% | -0.2% | +0.3% |
| 30D | +9.7% | +3.3% | +6.5% | +8.4% |
| 3M | +17.3% | -1.4% | +18.7% | +17.7% |
| 6M | +33.2% | +14.7% | +18.5% | +26.0% |
| YTD | +21.3% | -5.9% | +27.2% | +22.9% |
| 1Y | +27.3% | +1.8% | +25.5% | +25.1% |
| 3Y | +76.1% | +124.9% | -48.8% | +23.5% |
| 5Y | +103.5% | +92.7% | +10.7% | +48.5% |
| 10Y | +454.5% | +118.2% | +336.2% | +268.5% |
| All | +454.5% | +130.3% | +324.2% | +268.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WFC.
Daily Out/Under-Performance
Portfolio return minus WFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WFC 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 WFC 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