+111.7%
WFC vs VST
+1,153.0%
-1,041.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.2% |
| 7D | +1.7% | +19.2% | -17.4% | -2.4% |
| 30D | +6.8% | -17.2% | +24.0% | +10.6% |
| 3M | -3.0% | -8.1% | +5.2% | -2.4% |
| 6M | +15.4% | -8.1% | +23.5% | +15.3% |
| YTD | -5.9% | -16.3% | +10.3% | -5.4% |
| 1Y | +1.7% | -24.1% | +25.8% | +4.4% |
| 3Y | +124.9% | +300.2% | -175.3% | +16.8% |
| 5Y | +90.5% | +645.9% | -555.4% | -24.6% |
| All | +111.7% | +1,153.0% | -1,041.3% | -30.8% |
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