+90.7%
WFC vs VST
+633.9%
-543.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.5% | +0.5% |
| 7D | +2.5% | +6.6% | -4.1% | +1.6% |
| 30D | +7.0% | -12.4% | +19.4% | +8.5% |
| 3M | -1.8% | -9.0% | +7.2% | -1.3% |
| 6M | +18.4% | -6.4% | +24.8% | +18.0% |
| YTD | -5.6% | -17.2% | +11.6% | -5.0% |
| 1Y | +3.9% | -22.0% | +25.9% | +5.3% |
| 3Y | +126.3% | +296.7% | -170.3% | +44.5% |
| All | +90.7% | +633.9% | -543.2% | -6.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling