+1,855.0%
VRT vs WFC
+89.4%
+1,765.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.3% | -3.4% | -3.3% |
| 7D | -17.7% | +0.9% | -18.6% | -17.9% |
| 30D | -20.0% | +3.3% | -23.3% | -21.2% |
| 3M | -28.1% | -1.4% | -26.6% | -27.9% |
| 6M | -42.8% | +14.7% | -57.6% | -46.7% |
| YTD | +20.0% | -5.9% | +25.9% | +21.8% |
| 1Y | +3.5% | +1.8% | +1.7% | +1.4% |
| 3Y | +366.1% | +124.9% | +241.2% | +220.3% |
| 5Y | +632.2% | +92.7% | +539.4% | +433.8% |
| All | +1,855.0% | +89.4% | +1,765.6% | +1,092.4% |
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