+13.5%
WFC vs VIG
+13.0%
+0.5%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.1% |
| 7D | +0.4% | -1.1% | +1.4% | +1.7% |
| 30D | +1.5% | -2.7% | +4.3% | +5.1% |
| 3M | +10.2% | +2.5% | +7.7% | +6.8% |
| 6M | +18.8% | +9.2% | +9.6% | +5.8% |
| YTD | -1.5% | +9.8% | -11.4% | -12.5% |
| 1Y | +13.5% | +12.4% | +1.2% | -1.4% |
| All | +13.5% | +13.0% | +0.5% | -1.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling