+905.2%
VRT vs WFC
+129.3%
+776.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.9% | +3.5% | +3.8% |
| 7D | +9.1% | +3.8% | +5.3% | +6.7% |
| 30D | +0.9% | +1.5% | -0.5% | -0.1% |
| 3M | -13.4% | +10.9% | -24.2% | -18.8% |
| 6M | +11.7% | +8.4% | +3.3% | +5.5% |
| YTD | +73.2% | -1.9% | +75.1% | +73.0% |
| 1Y | +123.4% | +12.3% | +111.1% | +102.6% |
| 3Y | +606.2% | +132.3% | +473.8% | +290.1% |
| All | +905.2% | +129.3% | +776.0% | +501.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling