+163.4%
WFC vs VST
+1,175.7%
-1,012.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.5% | -2.6% | 0.0% |
| 7D | +3.8% | +8.9% | -5.1% | +1.7% |
| 30D | +1.5% | +6.2% | -4.7% | 0.0% |
| 3M | +10.9% | -2.7% | +13.6% | +10.9% |
| 6M | +8.4% | -8.4% | +16.8% | +9.1% |
| YTD | -1.9% | -7.2% | +5.3% | -2.4% |
| 1Y | +12.3% | -20.9% | +33.2% | +15.1% |
| 3Y | +132.3% | +384.0% | -251.7% | +16.5% |
| 5Y | +130.1% | +757.1% | -627.0% | -10.5% |
| All | +163.4% | +1,175.7% | -1,012.3% | -9.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling