+393.8%
WFC vs VCIT
+98.3%
+295.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +3.8% | -0.3% | +4.1% | +3.8% |
| 30D | +1.5% | -0.8% | +2.2% | +1.4% |
| 3M | +10.9% | -1.0% | +11.9% | +10.8% |
| 6M | +8.4% | -1.8% | +10.3% | +8.3% |
| YTD | -1.9% | -0.7% | -1.2% | -1.9% |
| 1Y | +12.3% | +1.0% | +11.4% | +12.4% |
| 3Y | +132.3% | +18.8% | +113.5% | +135.0% |
| 5Y | +130.1% | +3.5% | +126.6% | +120.7% |
| 10Y | +134.4% | +29.2% | +105.2% | +161.1% |
| All | +393.8% | +98.3% | +295.5% | +764.7% |
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