+122.8%
WFC vs VO
+60.6%
+62.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.3% |
| 7D | +1.2% | -2.6% | +3.8% | +4.1% |
| 30D | +5.2% | -0.9% | +6.2% | +6.3% |
| 3M | -3.0% | -3.0% | 0.0% | +0.2% |
| 6M | +6.2% | +2.2% | +4.0% | +3.4% |
| YTD | -7.9% | +10.6% | -18.5% | -18.0% |
| 1Y | +0.3% | +12.5% | -12.2% | -12.4% |
| All | +122.8% | +60.6% | +62.2% | +37.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling