+8,627.7%
WFC vs VSH
+1,674.8%
+6,952.9%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.4% | -3.6% | -0.2% |
| 7D | +3.8% | +4.1% | -0.3% | +2.7% |
| 30D | +1.5% | -4.2% | +5.6% | +2.1% |
| 3M | +10.9% | -50.0% | +60.8% | +27.9% |
| 6M | +8.4% | +80.2% | -71.8% | -11.8% |
| YTD | -1.9% | +121.1% | -123.0% | -24.8% |
| 1Y | +12.3% | +112.0% | -99.7% | -13.5% |
| 3Y | +132.3% | +22.5% | +109.8% | +98.7% |
| 5Y | +130.1% | +64.0% | +66.0% | +80.5% |
| 10Y | +134.4% | +170.4% | -36.0% | +60.7% |
| All | +8,627.7% | +1,674.8% | +6,952.9% | +2,795.6% |
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