+145.0%
WFC vs VIG
+250.0%
-105.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | 0.0% |
| 7D | +0.4% | -1.1% | +1.4% | +1.8% |
| 30D | +1.5% | -2.7% | +4.3% | +5.2% |
| 3M | +10.2% | +2.5% | +7.7% | +6.7% |
| 6M | +18.8% | +9.2% | +9.6% | +5.9% |
| YTD | -1.5% | +9.8% | -11.4% | -12.7% |
| 1Y | +13.5% | +12.4% | +1.2% | -2.3% |
| 3Y | +135.0% | +55.9% | +79.1% | +33.3% |
| 5Y | +130.1% | +63.9% | +66.1% | +22.8% |
| All | +145.0% | +250.0% | -105.1% | -45.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 10y: compounded portfolio wealth divided by compounded VIG 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…
10y analysis · Full analysis span regression · 6 months rolling