+130.7%
WFC vs VSH
+32.2%
+98.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -2.1% |
| 7D | +1.1% | +6.2% | -5.2% | 0.0% |
| 30D | +0.8% | -11.1% | +11.9% | +2.7% |
| 3M | +9.3% | -44.9% | +54.2% | +19.5% |
| 6M | +10.6% | +90.0% | -79.3% | -12.3% |
| YTD | -4.1% | +118.8% | -122.9% | -27.3% |
| 1Y | +13.6% | +109.0% | -95.4% | -13.5% |
| 3Y | +130.7% | +35.6% | +95.1% | +91.8% |
| All | +130.7% | +32.2% | +98.5% | +91.8% |
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