+60.5%
WF vs VT
+363.9%
-303.4%
-82.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.7% | +2.1% | +1.6% |
| 7D | +3.5% | -0.3% | +3.8% | +3.9% |
| 30D | -9.1% | -1.4% | -7.6% | -7.2% |
| 3M | -1.6% | -1.4% | -0.2% | +0.4% |
| 6M | +2.0% | +5.5% | -3.5% | -4.9% |
| YTD | +17.1% | +12.8% | +4.2% | +0.2% |
| 1Y | +24.7% | +15.4% | +9.3% | +3.5% |
| 3Y | +191.6% | +76.9% | +114.7% | +35.7% |
| 5Y | +168.0% | +60.4% | +107.6% | +40.3% |
| 10Y | +184.9% | +232.8% | -47.9% | -50.2% |
| All | +60.5% | +363.9% | -303.4% | -80.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling