+138.1%
WFC vs VLTO
+55.4%
+82.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.0% | +0.2% |
| 7D | +1.7% | +0.8% | +0.9% | +1.5% |
| 30D | +6.8% | +18.7% | -11.8% | +1.9% |
| 3M | -3.0% | +21.7% | -24.7% | -8.2% |
| 6M | +15.4% | +35.8% | -20.4% | +5.2% |
| YTD | -5.9% | +18.3% | -24.2% | -10.4% |
| 1Y | +1.7% | +20.9% | -19.2% | -4.1% |
| 3Y | +124.9% | +68.8% | +56.1% | +96.5% |
| All | +138.1% | +55.4% | +82.7% | +108.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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