+1,636.0%
WFC vs VSAT
+1,485.7%
+150.3%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.0% | -4.1% | +0.1% |
| 7D | +3.8% | +11.8% | -8.0% | +2.0% |
| 30D | +1.5% | -7.0% | +8.5% | +2.4% |
| 3M | +10.9% | +3.3% | +7.6% | +8.4% |
| 6M | +8.4% | +57.4% | -49.0% | -2.0% |
| YTD | -1.9% | +118.6% | -120.4% | -16.5% |
| 1Y | +12.3% | +150.2% | -137.9% | -7.4% |
| 3Y | +132.3% | +160.7% | -28.4% | +68.9% |
| 5Y | +130.1% | +51.2% | +78.9% | +73.2% |
| 10Y | +134.4% | -0.7% | +135.1% | +82.2% |
| All | +1,636.0% | +1,485.7% | +150.3% | +883.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling