+3.5%
VRT vs WFC
+1.6%
+1.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.3% | -3.4% | -3.2% |
| 7D | -17.7% | +0.9% | -18.6% | -17.8% |
| 30D | -20.0% | +3.3% | -23.3% | -20.5% |
| 3M | -28.1% | -1.4% | -26.6% | -27.8% |
| 6M | -42.8% | +14.7% | -57.6% | -44.5% |
| YTD | +20.0% | -5.9% | +25.9% | +21.3% |
| 1Y | +3.5% | +1.8% | +1.7% | -6.0% |
| All | +3.5% | +1.6% | +1.9% | -6.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling