+342.5%
WFC vs VIG
+655.7%
-313.3%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +1.7% | +3.1% | -1.4% | -3.1% |
| 30D | +6.8% | +5.0% | +1.8% | -1.2% |
| 3M | -3.0% | +2.7% | -5.7% | -7.0% |
| 6M | +15.4% | +11.0% | +4.4% | -2.1% |
| YTD | -5.9% | +16.0% | -21.9% | -25.5% |
| 1Y | +1.7% | +16.3% | -14.6% | -19.9% |
| 3Y | +124.9% | +66.8% | +58.1% | +0.2% |
| 5Y | +90.5% | +64.8% | +25.7% | -13.9% |
| 10Y | +117.8% | +263.6% | -145.8% | -74.2% |
| All | +342.5% | +655.7% | -313.3% | -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