+463.4%
WFC vs VO
+833.6%
-370.3%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.2% | -1.5% |
| 7D | -1.3% | +0.2% | -1.5% | -1.6% |
| 30D | +3.6% | +2.0% | +1.6% | +0.9% |
| 3M | -1.3% | -0.3% | -1.0% | -1.1% |
| 6M | +18.0% | +7.3% | +10.7% | +7.7% |
| YTD | -5.9% | +15.0% | -20.9% | -21.3% |
| 1Y | +1.8% | +14.7% | -12.9% | -14.6% |
| 3Y | +125.0% | +67.3% | +57.7% | +17.8% |
| 5Y | +92.0% | +38.8% | +53.1% | +25.0% |
| 10Y | +117.9% | +201.6% | -83.7% | -47.5% |
| All | +463.4% | +833.6% | -370.3% | -59.5% |
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