+3,613.7%
WFC vs VIAV
+2,964.2%
+649.5%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.7% | -2.8% | +0.3% |
| 7D | +3.8% | -4.6% | +8.4% | +4.5% |
| 30D | +1.5% | -10.4% | +11.9% | +2.8% |
| 3M | +10.9% | -34.5% | +45.3% | +16.9% |
| 6M | +8.4% | +7.0% | +1.5% | +4.1% |
| YTD | -1.9% | +95.6% | -97.5% | -15.4% |
| 1Y | +12.3% | +197.2% | -184.8% | -10.3% |
| 3Y | +132.3% | +232.0% | -99.7% | +79.0% |
| 5Y | +130.1% | +102.2% | +27.9% | +90.1% |
| 10Y | +134.4% | +344.6% | -210.3% | +69.6% |
| All | +3,613.7% | +2,964.2% | +649.5% | +1,807.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling