+8,242.3%
WFC vs VFC
+1,377.5%
+6,864.8%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.6% | -0.8% | +0.8% |
| 7D | +0.1% | +7.7% | -7.6% | -2.8% |
| 30D | +2.9% | +39.2% | -36.3% | -9.8% |
| 3M | -1.4% | +40.3% | -41.7% | -14.3% |
| 6M | +14.3% | +11.4% | +3.0% | +7.1% |
| YTD | -6.2% | +17.5% | -23.7% | -15.0% |
| 1Y | +1.6% | +45.9% | -44.3% | -16.1% |
| 3Y | +126.9% | +47.3% | +79.6% | +52.6% |
| 5Y | +94.0% | -67.2% | +161.2% | +145.5% |
| 10Y | +134.0% | -46.1% | +180.1% | +125.6% |
| All | +8,242.3% | +1,377.5% | +6,864.8% | +2,361.9% |
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