+2,723.0%
VRT vs WFC
+97.5%
+2,625.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.9% | +3.5% | +4.0% |
| 7D | +9.1% | +3.8% | +5.3% | +7.3% |
| 30D | +0.9% | +1.5% | -0.5% | +0.2% |
| 3M | -13.4% | +10.9% | -24.2% | -17.4% |
| 6M | +11.7% | +8.4% | +3.3% | +7.1% |
| YTD | +73.2% | -1.9% | +75.1% | +73.1% |
| 1Y | +123.4% | +12.3% | +111.1% | +108.7% |
| 3Y | +606.2% | +132.3% | +473.8% | +378.0% |
| 5Y | +899.9% | +130.1% | +769.8% | +585.4% |
| All | +2,723.0% | +97.5% | +2,625.5% | +1,594.1% |
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