+142.4%
WFC vs VFC
-69.4%
+211.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.2% | +4.1% | +2.6% |
| 7D | +0.4% | -2.3% | +2.8% | +1.2% |
| 30D | +2.5% | -13.4% | +15.8% | +7.2% |
| 3M | +10.0% | -23.7% | +33.7% | +18.6% |
| 6M | +15.1% | -24.5% | +39.5% | +23.4% |
| YTD | -2.2% | -27.8% | +25.6% | +6.2% |
| 1Y | +13.5% | -13.5% | +26.9% | +14.1% |
| 3Y | +135.2% | -27.1% | +162.3% | +112.3% |
| 5Y | +128.3% | -79.0% | +207.3% | +286.0% |
| 10Y | +142.4% | -68.7% | +211.1% | +240.0% |
| All | +142.4% | -69.4% | +211.8% | +240.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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