+141.5%
WFC vs VST
+1,112.0%
-970.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +10.6% | -11.6% | -3.4% |
| 7D | +0.6% | -9.8% | +10.5% | +2.4% |
| 30D | +4.6% | -25.1% | +29.7% | +10.7% |
| 3M | -3.6% | -11.6% | +8.0% | -2.2% |
| 6M | +5.6% | -20.9% | +26.5% | +9.2% |
| YTD | -8.5% | -22.3% | +13.8% | -6.4% |
| 1Y | -0.3% | -32.0% | +31.7% | +5.1% |
| 3Y | +116.4% | +262.4% | -145.9% | +15.7% |
| 5Y | +87.2% | +563.4% | -476.1% | -23.1% |
| All | +141.5% | +1,112.0% | -970.6% | -16.7% |
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