+132.9%
WFC vs VST
+372.0%
-239.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.5% | -2.6% | +0.5% |
| 7D | +3.8% | +8.9% | -5.1% | +2.7% |
| 30D | +1.5% | +6.2% | -4.7% | +0.7% |
| 3M | +10.9% | -2.7% | +13.6% | +10.9% |
| 6M | +8.4% | -8.4% | +16.8% | +8.8% |
| YTD | -1.9% | -7.2% | +5.3% | -2.0% |
| 1Y | +12.3% | -20.9% | +33.2% | +13.9% |
| All | +132.9% | +372.0% | -239.0% | +70.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling