+92.0%
WFC vs VSH
+54.3%
+37.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +8.8% | -8.7% | -1.7% |
| 7D | -1.3% | +12.8% | -14.1% | -4.1% |
| 30D | +3.6% | -9.0% | +12.6% | +4.6% |
| 3M | -1.3% | -12.2% | +10.9% | -0.3% |
| 6M | +18.0% | -15.9% | +33.9% | +13.6% |
| YTD | -5.9% | +103.2% | -109.1% | -32.4% |
| 1Y | +1.8% | +108.4% | -106.6% | -27.6% |
| 3Y | +125.0% | +41.6% | +83.5% | +73.9% |
| 5Y | +92.0% | +54.6% | +37.4% | +32.9% |
| All | +92.0% | +54.3% | +37.7% | +32.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling