+128.3%
WFC vs VIG
+62.2%
+66.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.5% | +2.6% |
| 7D | +0.4% | -1.2% | +1.6% | +1.9% |
| 30D | +2.5% | -2.8% | +5.3% | +6.1% |
| 3M | +10.0% | +2.5% | +7.5% | +6.7% |
| 6M | +15.1% | +8.1% | +7.0% | +4.5% |
| YTD | -2.2% | +9.6% | -11.8% | -12.6% |
| 1Y | +13.5% | +14.2% | -0.7% | -3.6% |
| 3Y | +135.2% | +56.1% | +79.1% | +38.3% |
| 5Y | +128.3% | +62.8% | +65.5% | +30.1% |
| All | +128.3% | +62.2% | +66.1% | +30.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling