+142.7%
WFC vs VEA
+162.2%
-19.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +1.1% |
| 7D | +0.3% | -2.1% | +2.4% | +2.6% |
| 30D | +2.3% | -1.1% | +3.3% | +3.3% |
| 3M | +9.8% | +5.1% | +4.7% | +3.1% |
| 6M | +15.6% | +9.8% | +5.8% | +2.0% |
| YTD | -2.4% | +15.9% | -18.4% | -19.5% |
| 1Y | +13.8% | +24.6% | -10.7% | -13.7% |
| 3Y | +134.6% | +75.5% | +59.1% | +15.9% |
| 5Y | +127.9% | +59.4% | +68.5% | +28.1% |
| All | +142.7% | +162.2% | -19.5% | -21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VEA.
Daily Out/Under-Performance
Portfolio return minus VEA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEA 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 VEA 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