+2,826.7%
VRT vs WFC
+93.1%
+2,733.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.2% | +5.9% | +4.7% |
| 7D | +13.6% | +1.1% | +12.6% | +13.0% |
| 30D | +6.8% | +0.8% | +6.0% | +6.2% |
| 3M | -3.2% | +9.3% | -12.5% | -7.1% |
| 6M | +20.3% | +10.6% | +9.7% | +14.2% |
| YTD | +79.6% | -4.1% | +83.7% | +81.2% |
| 1Y | +139.0% | +13.6% | +125.4% | +122.0% |
| 3Y | +644.6% | +130.7% | +513.9% | +405.6% |
| 5Y | +1,024.4% | +126.7% | +897.6% | +676.1% |
| All | +2,826.7% | +93.1% | +2,733.6% | +1,673.5% |
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