+1.8%
WFC vs VFC
+41.4%
-39.6%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.5% |
| 7D | +0.9% | +3.5% | -2.6% | +0.2% |
| 30D | +3.3% | +38.3% | -35.0% | -3.3% |
| 3M | -1.4% | +40.2% | -41.6% | -7.9% |
| 6M | +14.7% | +10.6% | +4.1% | +12.4% |
| YTD | -5.9% | +16.7% | -22.7% | -9.2% |
| 1Y | +1.8% | +45.0% | -43.1% | -4.6% |
| All | +1.8% | +41.4% | -39.6% | -4.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling