+403.5%
VRT vs WFC
+122.0%
+281.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +1.8% | +7.8% | +8.7% |
| 7D | -10.6% | +0.1% | -10.7% | -10.6% |
| 30D | -17.4% | +2.9% | -20.4% | -18.7% |
| 3M | -26.4% | -1.4% | -25.0% | -26.1% |
| 6M | -41.0% | +14.3% | -55.4% | -45.5% |
| YTD | +23.8% | -6.2% | +30.0% | +26.9% |
| 1Y | +11.6% | +1.6% | +10.0% | +8.8% |
| 3Y | +403.5% | +126.9% | +276.6% | +224.3% |
| All | +403.5% | +122.0% | +281.5% | +224.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling