+134.0%
WFC vs VST
+1,219.3%
-1,085.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +7.3% | -5.5% | +0.2% |
| 7D | +0.1% | -0.5% | +0.6% | -0.3% |
| 30D | +2.9% | -17.1% | +20.0% | +6.5% |
| 3M | -1.4% | -4.6% | +3.2% | -1.8% |
| 6M | +14.3% | -9.1% | +23.4% | +14.4% |
| YTD | -6.2% | -16.6% | +10.4% | -5.6% |
| 1Y | +1.6% | -29.5% | +31.1% | +6.3% |
| 3Y | +126.9% | +297.5% | -170.6% | +18.2% |
| 5Y | +94.0% | +654.5% | -560.6% | -23.6% |
| 10Y | +134.0% | +1,205.2% | -1,071.2% | -22.3% |
| All | +134.0% | +1,219.3% | -1,085.3% | -22.3% |
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