+8,627.7%
WFC vs VFC
+845.1%
+7,782.6%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.4% | -1.5% | 0.0% |
| 7D | +3.8% | -1.6% | +5.4% | +4.4% |
| 30D | +1.5% | -11.6% | +13.1% | +6.4% |
| 3M | +10.9% | -18.1% | +29.0% | +18.1% |
| 6M | +8.4% | -27.4% | +35.8% | +19.9% |
| YTD | -1.9% | -24.8% | +22.9% | +6.6% |
| 1Y | +12.3% | -8.2% | +20.6% | +10.3% |
| 3Y | +132.3% | -29.1% | +161.4% | +107.5% |
| 5Y | +130.1% | -79.2% | +209.2% | +248.2% |
| 10Y | +134.4% | -68.1% | +202.5% | +180.1% |
| All | +8,627.7% | +845.1% | +7,782.6% | +2,985.5% |
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 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