+126.7%
WFC vs VSH
+65.5%
+61.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -2.0% |
| 7D | +1.1% | +6.2% | -5.2% | -0.3% |
| 30D | +0.8% | -11.1% | +11.9% | +3.3% |
| 3M | +9.3% | -44.9% | +54.2% | +22.6% |
| 6M | +10.6% | +90.0% | -79.3% | -16.0% |
| YTD | -4.1% | +118.8% | -122.9% | -31.0% |
| 1Y | +13.6% | +109.0% | -95.4% | -17.8% |
| 3Y | +130.7% | +35.6% | +95.1% | +87.3% |
| 5Y | +126.7% | +66.7% | +60.0% | +62.4% |
| All | +126.7% | +65.5% | +61.2% | +62.4% |
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