+3,530.8%
WFC vs VIAV
+3,306.1%
+224.6%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +11.2% | -13.4% | -4.0% |
| 7D | +1.1% | +11.3% | -10.3% | -0.8% |
| 30D | +0.8% | -1.0% | +1.8% | +0.4% |
| 3M | +9.3% | -20.5% | +29.8% | +11.6% |
| 6M | +10.6% | +39.0% | -28.4% | +1.7% |
| YTD | -4.1% | +117.5% | -121.5% | -18.8% |
| 1Y | +13.6% | +233.8% | -220.2% | -11.1% |
| 3Y | +130.7% | +295.4% | -164.7% | +72.5% |
| 5Y | +126.7% | +134.3% | -7.6% | +82.6% |
| 10Y | +132.1% | +398.7% | -266.6% | +64.6% |
| All | +3,530.8% | +3,306.1% | +224.6% | +1,730.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VIAV.
Daily Out/Under-Performance
Portfolio return minus VIAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIAV 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded VIAV 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling