+461.4%
WFC vs VO
+822.3%
-361.0%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.7% | -0.9% | -1.6% |
| 7D | +0.1% | -0.1% | +0.3% | +0.2% |
| 30D | +2.9% | +0.5% | +2.4% | +2.2% |
| 3M | -1.4% | -1.0% | -0.4% | -0.3% |
| 6M | +14.3% | +6.4% | +7.9% | +5.5% |
| YTD | -6.2% | +13.6% | -19.8% | -20.3% |
| 1Y | +1.6% | +14.5% | -12.9% | -14.6% |
| 3Y | +126.9% | +67.2% | +59.7% | +18.9% |
| 5Y | +94.0% | +36.1% | +57.9% | +29.5% |
| 10Y | +134.0% | +199.3% | -65.3% | -43.1% |
| All | +461.4% | +822.3% | -361.0% | -59.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling