+453.0%
WFC vs VNQ
+387.0%
+66.0%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +3.0% | +2.9% |
| 7D | +0.4% | -0.9% | +1.3% | +1.2% |
| 30D | +2.5% | -2.2% | +4.7% | +4.4% |
| 3M | +10.0% | -1.9% | +11.9% | +11.6% |
| 6M | +15.1% | +3.2% | +11.8% | +11.2% |
| YTD | -2.2% | +9.4% | -11.6% | -10.5% |
| 1Y | +13.5% | +7.5% | +5.9% | +5.5% |
| 3Y | +135.2% | +31.1% | +104.2% | +79.0% |
| 5Y | +128.3% | +6.6% | +121.8% | +105.6% |
| 10Y | +142.4% | +63.9% | +78.4% | +43.2% |
| All | +453.0% | +387.0% | +66.0% | +31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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