+393.8%
WFC vs VCLT
+103.4%
+290.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | +3.8% | -0.5% | +4.3% | +3.8% |
| 30D | +1.5% | -0.9% | +2.3% | +1.4% |
| 3M | +10.9% | -3.2% | +14.1% | +10.7% |
| 6M | +8.4% | -3.8% | +12.2% | +8.2% |
| YTD | -1.9% | -2.0% | +0.1% | -2.0% |
| 1Y | +12.3% | -0.8% | +13.2% | +12.3% |
| 3Y | +132.3% | +12.3% | +120.0% | +134.0% |
| 5Y | +130.1% | -15.4% | +145.5% | +118.9% |
| 10Y | +134.4% | +15.7% | +118.7% | +154.7% |
| All | +393.8% | +103.4% | +290.4% | +695.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling