+112.4%
WFC vs VFC
-48.6%
+161.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.2% | -2.9% | -0.7% |
| 7D | +2.5% | +1.6% | +0.9% | +2.0% |
| 30D | +7.0% | +25.5% | -18.5% | -0.6% |
| 3M | -1.8% | +41.3% | -43.0% | -12.5% |
| 6M | +18.4% | +22.2% | -3.8% | +9.1% |
| YTD | -5.6% | +16.4% | -22.0% | -12.4% |
| 1Y | +3.9% | +38.4% | -34.5% | -9.4% |
| 3Y | +126.3% | +56.2% | +70.1% | +56.8% |
| 5Y | +91.1% | -68.2% | +159.3% | +188.3% |
| All | +112.4% | -48.6% | +161.1% | +164.2% |
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