+1,978.7%
VRT vs WFC
+89.5%
+1,889.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | 0.0% | +6.3% | +6.3% |
| 7D | +0.5% | -1.3% | +1.7% | +1.3% |
| 30D | -13.7% | +3.6% | -17.3% | -15.1% |
| 3M | -26.7% | -1.3% | -25.4% | -26.5% |
| 6M | -43.8% | +18.0% | -61.8% | -48.2% |
| YTD | +27.6% | -5.9% | +33.4% | +29.5% |
| 1Y | +15.5% | +1.8% | +13.7% | +13.1% |
| 3Y | +395.6% | +125.0% | +270.6% | +240.5% |
| 5Y | +677.3% | +92.0% | +585.4% | +467.4% |
| All | +1,978.7% | +89.5% | +1,889.2% | +1,167.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling