+3.9%
WFC vs VCIT
-1.4%
+5.3%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.5% |
| 7D | +2.5% | -1.4% | +3.9% | +3.8% |
| 30D | +7.0% | +0.6% | +6.4% | +6.4% |
| 3M | -1.8% | -2.2% | +0.5% | -0.3% |
| 6M | +18.4% | -2.3% | +20.7% | +20.0% |
| YTD | -5.6% | -2.2% | -3.4% | -5.6% |
| 1Y | +3.9% | -1.4% | +5.2% | +2.0% |
| All | +3.9% | -1.4% | +5.3% | +2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 1y: compounded portfolio wealth divided by compounded VCIT 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…
1y analysis · Full analysis span regression · 6 months rolling