+112.4%
WFC vs VCLT
+21.5%
+90.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.8% | +0.4% |
| 7D | +2.5% | -2.3% | +4.8% | +3.0% |
| 30D | +7.0% | +0.8% | +6.2% | +6.8% |
| 3M | -1.8% | -2.7% | +0.9% | -1.2% |
| 6M | +18.4% | -4.3% | +22.7% | +19.5% |
| YTD | -5.6% | -4.3% | -1.3% | -4.7% |
| 1Y | +3.9% | -4.4% | +8.2% | +4.8% |
| 3Y | +126.3% | +13.8% | +112.6% | +119.9% |
| 5Y | +91.1% | -17.0% | +108.1% | +93.2% |
| All | +112.4% | +21.5% | +90.9% | +159.6% |
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