+8,296.9%
WFC vs VMC
+3,457.0%
+4,839.9%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.6% |
| 7D | +2.5% | -1.3% | +3.8% | +3.1% |
| 30D | +7.0% | +15.5% | -8.5% | -0.3% |
| 3M | -1.8% | +0.6% | -2.3% | -2.4% |
| 6M | +18.4% | +2.1% | +16.3% | +15.9% |
| YTD | -5.6% | -1.6% | -4.0% | -6.6% |
| 1Y | +3.9% | -1.2% | +5.1% | +2.6% |
| 3Y | +126.3% | +35.3% | +91.0% | +89.6% |
| 5Y | +91.1% | +43.6% | +47.5% | +53.2% |
| 10Y | +118.5% | +126.7% | -8.2% | +31.8% |
| All | +8,296.9% | +3,457.0% | +4,839.9% | +1,779.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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