+122.9%
WFC vs VIAV
+139.8%
-16.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.6% | -2.7% | +0.4% |
| 7D | +0.4% | +11.2% | -10.8% | -1.5% |
| 30D | +1.5% | -10.1% | +11.6% | +2.9% |
| 3M | +10.2% | -22.9% | +33.1% | +13.4% |
| 6M | +18.8% | +28.8% | -10.0% | +8.3% |
| YTD | -1.5% | +117.5% | -119.0% | -20.9% |
| 1Y | +13.5% | +216.1% | -202.5% | -17.4% |
| 3Y | +135.0% | +292.2% | -157.3% | +58.2% |
| All | +122.9% | +139.8% | -16.9% | +73.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling