+142.4%
WFC vs VSH
+172.7%
-30.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.7% |
| 7D | +0.4% | +3.5% | -3.1% | -0.8% |
| 30D | +2.5% | -4.4% | +6.8% | +3.7% |
| 3M | +10.0% | -45.8% | +55.8% | +31.1% |
| 6M | +15.1% | +90.1% | -75.1% | -20.4% |
| YTD | -2.2% | +120.3% | -122.5% | -37.2% |
| 1Y | +13.5% | +112.2% | -98.8% | -26.9% |
| 3Y | +135.2% | +36.6% | +98.6% | +72.9% |
| 5Y | +128.3% | +67.0% | +61.3% | +45.7% |
| 10Y | +142.4% | +179.5% | -37.1% | +12.0% |
| All | +142.4% | +172.7% | -30.3% | +12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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