+182.5%
WF vs VT
+215.5%
-33.0%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.5% |
| 7D | +2.7% | -2.3% | +5.0% | +5.0% |
| 30D | -7.0% | -5.0% | -2.1% | -2.3% |
| 3M | -1.8% | -4.9% | +3.0% | +3.2% |
| 6M | +0.5% | -1.5% | +2.0% | +2.1% |
| YTD | +17.5% | +8.5% | +9.0% | +8.9% |
| 1Y | +23.6% | +11.4% | +12.2% | +11.6% |
| 3Y | +187.1% | +70.1% | +117.0% | +71.2% |
| 5Y | +173.6% | +53.7% | +119.8% | +80.2% |
| All | +182.5% | +215.5% | -33.0% | +11.0% |
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