+142.7%
WFC vs VCLT
+17.0%
+125.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +0.9% | 0.0% |
| 7D | +0.3% | -1.3% | +1.6% | +0.6% |
| 30D | +2.3% | -1.1% | +3.4% | +2.5% |
| 3M | +9.8% | -3.7% | +13.4% | +10.6% |
| 6M | +15.6% | -4.0% | +19.6% | +16.5% |
| YTD | -2.4% | -3.4% | +0.9% | -1.8% |
| 1Y | +13.8% | -4.1% | +18.0% | +14.7% |
| 3Y | +134.6% | +11.0% | +123.7% | +129.3% |
| 5Y | +127.9% | -17.0% | +144.9% | +129.4% |
| All | +142.7% | +17.0% | +125.7% | +180.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 10y: compounded portfolio wealth divided by compounded VCLT 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…
10y analysis · Full analysis span regression · 6 months rolling