+8,272.6%
WFC vs VFC
+1,360.5%
+6,912.0%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.2% |
| 7D | -1.3% | -1.4% | +0.1% | -0.7% |
| 30D | +3.6% | +30.7% | -27.1% | -6.9% |
| 3M | -1.3% | +40.6% | -41.9% | -14.2% |
| 6M | +18.0% | +16.5% | +1.5% | +8.6% |
| YTD | -5.9% | +16.2% | -22.0% | -14.3% |
| 1Y | +1.8% | +42.4% | -40.7% | -15.1% |
| 3Y | +125.0% | +48.1% | +76.9% | +50.8% |
| 5Y | +92.0% | -67.8% | +159.8% | +144.9% |
| 10Y | +117.9% | -48.5% | +166.4% | +114.2% |
| All | +8,272.6% | +1,360.5% | +6,912.0% | +2,382.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling