+94.0%
WFC vs VFC
-67.1%
+161.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.6% | -0.8% | +1.3% |
| 7D | +0.1% | +7.7% | -7.6% | -1.4% |
| 30D | +2.9% | +39.2% | -36.3% | -3.9% |
| 3M | -1.4% | +40.3% | -41.7% | -8.3% |
| 6M | +14.3% | +11.4% | +3.0% | +10.8% |
| YTD | -6.2% | +17.5% | -23.7% | -10.5% |
| 1Y | +1.6% | +45.9% | -44.3% | -7.5% |
| 3Y | +126.9% | +47.3% | +79.6% | +87.4% |
| 5Y | +94.0% | -67.2% | +161.2% | +195.5% |
| All | +94.0% | -67.1% | +161.1% | +195.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling