+344.0%
WFC vs VIG
+655.8%
-311.8%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +2.5% | +3.5% | -1.0% | -2.9% |
| 30D | +7.0% | +4.9% | +2.1% | -0.9% |
| 3M | -1.8% | +2.5% | -4.3% | -5.6% |
| 6M | +18.4% | +11.0% | +7.4% | +0.3% |
| YTD | -5.6% | +16.0% | -21.6% | -25.3% |
| 1Y | +3.9% | +17.5% | -13.7% | -19.5% |
| 3Y | +126.3% | +67.0% | +59.3% | +0.6% |
| 5Y | +91.1% | +64.8% | +26.3% | -13.6% |
| 10Y | +118.5% | +263.6% | -145.1% | -74.1% |
| All | +344.0% | +655.8% | -311.8% | -83.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling