+229.2%
WF vs VT
+224.5%
+4.7%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.2% | -3.2% |
| 7D | +2.1% | +0.4% | +1.6% | +1.6% |
| 30D | +7.2% | +1.0% | +6.3% | +6.3% |
| 3M | +21.8% | +2.4% | +19.4% | +19.1% |
| 6M | +5.2% | +12.0% | -6.8% | -5.8% |
| YTD | +27.3% | +15.3% | +12.0% | +11.0% |
| 1Y | +40.6% | +22.6% | +18.1% | +15.4% |
| 3Y | +238.5% | +74.7% | +163.8% | +96.0% |
| 5Y | +238.1% | +66.1% | +171.9% | +105.6% |
| All | +229.2% | +224.5% | +4.7% | +7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling