+142.9%
WFC vs VST
+1,112.0%
-969.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +10.6% | -11.0% | -2.8% |
| 7D | +1.2% | -9.8% | +11.1% | +3.1% |
| 30D | +5.2% | -25.1% | +30.3% | +11.4% |
| 3M | -3.0% | -11.6% | +8.5% | -1.6% |
| 6M | +6.2% | -20.9% | +27.1% | +9.8% |
| YTD | -7.9% | -22.3% | +14.4% | -5.8% |
| 1Y | +0.3% | -32.0% | +32.3% | +5.7% |
| 3Y | +117.7% | +262.4% | -144.7% | +16.4% |
| 5Y | +88.4% | +563.4% | -475.0% | -22.6% |
| All | +142.9% | +1,112.0% | -969.1% | -16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 10y: compounded portfolio wealth divided by compounded VST 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…
10y analysis · Full analysis span regression · 6 months rolling