+142.7%
WFC vs VO
+197.9%
-55.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | +0.8% |
| 7D | +0.3% | -2.5% | +2.8% | +3.1% |
| 30D | +2.3% | -3.2% | +5.5% | +6.0% |
| 3M | +9.8% | +3.9% | +5.8% | +5.0% |
| 6M | +15.6% | +9.6% | +5.9% | +3.9% |
| YTD | -2.4% | +11.6% | -14.0% | -14.0% |
| 1Y | +13.8% | +12.6% | +1.2% | -0.7% |
| 3Y | +134.6% | +55.4% | +79.3% | +43.4% |
| 5Y | +127.9% | +41.8% | +86.1% | +53.3% |
| All | +142.7% | +197.9% | -55.2% | -27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 10y: compounded portfolio wealth divided by compounded VO 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…
10y analysis · Full analysis span regression · 6 months rolling