+8,268.6%
WFC vs VSH
+1,455.9%
+6,812.7%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.6% | +4.6% | +1.1% |
| 7D | +1.7% | +26.2% | -24.5% | -4.3% |
| 30D | +6.8% | -12.5% | +19.3% | +8.8% |
| 3M | -3.0% | -16.9% | +13.9% | -0.8% |
| 6M | +15.4% | -17.0% | +32.4% | +13.2% |
| YTD | -5.9% | +93.8% | -99.7% | -27.0% |
| 1Y | +1.7% | +99.3% | -97.7% | -21.8% |
| 3Y | +124.9% | +35.0% | +89.9% | +83.7% |
| 5Y | +90.5% | +45.8% | +44.7% | +50.8% |
| 10Y | +117.8% | +127.1% | -9.3% | +52.6% |
| All | +8,268.6% | +1,455.9% | +6,812.7% | +2,709.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling