+13.8%
WFC vs VSH
+108.3%
-94.5%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.0% | -0.2% |
| 7D | +0.3% | +2.8% | -2.5% | +0.1% |
| 30D | +2.3% | -6.0% | +8.3% | +2.7% |
| 3M | +9.8% | -42.6% | +52.4% | +13.2% |
| 6M | +15.6% | +82.1% | -66.6% | -2.6% |
| YTD | -2.4% | +117.5% | -120.0% | -21.0% |
| 1Y | +13.8% | +109.0% | -95.2% | -6.1% |
| All | +13.8% | +108.3% | -94.5% | -6.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling