+133.0%
WFC vs VLTO
+54.8%
+78.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.6% |
| 7D | +1.2% | +5.4% | -4.1% | -0.2% |
| 30D | +5.2% | +22.3% | -17.1% | -0.5% |
| 3M | -3.0% | +19.6% | -22.7% | -7.8% |
| 6M | +6.2% | +35.2% | -28.9% | -3.0% |
| YTD | -7.9% | +17.9% | -25.8% | -12.2% |
| 1Y | +0.3% | +19.5% | -19.2% | -5.0% |
| 3Y | +117.7% | +73.9% | +43.8% | +89.4% |
| All | +133.0% | +54.8% | +78.2% | +104.4% |
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