+379.8%
WFC vs VCIT
+96.2%
+283.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.6% | +1.6% | +2.2% |
| 7D | +4.5% | +0.4% | +4.1% | +4.5% |
| 30D | +7.4% | +2.2% | +5.2% | +7.4% |
| 3M | -0.5% | -1.8% | +1.3% | -0.6% |
| 6M | +11.7% | -1.6% | +13.3% | +11.6% |
| YTD | -4.6% | -1.7% | -2.9% | -4.7% |
| 1Y | +2.5% | -0.8% | +3.4% | +2.5% |
| 3Y | +123.9% | +19.3% | +104.6% | +126.8% |
| 5Y | +94.3% | +3.5% | +90.8% | +86.8% |
| 10Y | +156.0% | +28.6% | +127.4% | +186.5% |
| All | +379.8% | +96.2% | +283.6% | +739.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling