+126.3%
WFC vs VSH
+31.2%
+95.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.2% | +4.5% | +1.0% |
| 7D | +2.5% | +14.3% | -11.8% | +0.2% |
| 30D | +7.0% | -7.9% | +14.9% | +7.5% |
| 3M | -1.8% | -19.9% | +18.1% | +0.4% |
| 6M | +18.4% | -30.5% | +48.9% | +19.2% |
| YTD | -5.6% | +85.7% | -91.3% | -27.3% |
| 1Y | +3.9% | +98.9% | -95.1% | -21.7% |
| 3Y | +126.3% | +32.1% | +94.2% | +84.1% |
| All | +126.3% | +31.2% | +95.1% | +84.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling