+155.9%
WFC vs VST
+929.5%
-773.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -13.8% | +16.0% | +5.3% |
| 7D | +4.5% | -15.7% | +20.2% | +8.2% |
| 30D | +7.4% | -17.0% | +24.3% | +10.8% |
| 3M | -0.5% | -15.9% | +15.4% | +2.2% |
| 6M | +11.7% | -25.0% | +36.7% | +17.1% |
| YTD | -4.6% | -25.1% | +20.5% | -1.5% |
| 1Y | +2.5% | -34.9% | +37.4% | +9.3% |
| 3Y | +123.9% | +252.7% | -128.8% | +21.3% |
| 5Y | +94.3% | +582.3% | -488.0% | -20.6% |
| 10Y | +156.0% | +1,076.6% | -920.6% | -9.4% |
| All | +155.9% | +929.5% | -773.6% | -8.6% |
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