+142.7%
WFC vs VSAT
+3.1%
+139.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.5% | -2.8% | -0.6% |
| 7D | +0.3% | +3.4% | -3.1% | -0.4% |
| 30D | +2.3% | -12.2% | +14.5% | +4.1% |
| 3M | +9.8% | +20.6% | -10.9% | +4.4% |
| 6M | +15.6% | +60.2% | -44.6% | +3.1% |
| YTD | -2.4% | +115.3% | -117.7% | -18.3% |
| 1Y | +13.8% | +154.6% | -140.7% | -8.6% |
| 3Y | +134.6% | +211.2% | -76.5% | +58.6% |
| 5Y | +127.9% | +52.7% | +75.3% | +68.6% |
| All | +142.7% | +3.1% | +139.6% | +76.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VSAT.
Daily Out/Under-Performance
Portfolio return minus VSAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSAT 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 VSAT 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