+476.5%
V vs WFC
+117.1%
+359.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -0.4% | +1.7% | -2.1% | -1.0% |
| 30D | +6.3% | +6.8% | -0.5% | +3.7% |
| 3M | +17.2% | -3.0% | +20.2% | +18.3% |
| 6M | +29.2% | +15.4% | +13.8% | +22.0% |
| YTD | +20.8% | -5.9% | +26.7% | +22.4% |
| 1Y | +25.0% | +1.7% | +23.3% | +22.9% |
| 3Y | +75.3% | +124.9% | -49.6% | +22.7% |
| 5Y | +105.8% | +90.5% | +15.4% | +50.8% |
| All | +476.5% | +117.1% | +359.5% | +274.6% |
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