+479.9%
WFC vs ITOT
+891.2%
-411.2%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.7% | -1.5% |
| 7D | +1.1% | +0.7% | +0.4% | +0.2% |
| 30D | +0.8% | -1.1% | +1.9% | +2.3% |
| 3M | +9.3% | +3.9% | +5.4% | +3.3% |
| 6M | +10.6% | +14.7% | -4.1% | -9.4% |
| YTD | -4.1% | +13.3% | -17.4% | -20.0% |
| 1Y | +13.6% | +19.1% | -5.6% | -11.8% |
| 3Y | +130.7% | +77.3% | +53.4% | +1.3% |
| 5Y | +126.7% | +74.1% | +52.7% | +0.1% |
| 10Y | +132.1% | +293.1% | -161.0% | -69.9% |
| All | +479.9% | +891.2% | -411.2% | -77.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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