+148.2%
WFC vs VST
+866.2%
-717.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -6.2% | +3.1% | -1.6% |
| 7D | 0.0% | -19.9% | +19.9% | +4.7% |
| 30D | +4.0% | -29.7% | +33.7% | +11.7% |
| 3M | -4.4% | -19.6% | +15.2% | -0.7% |
| 6M | +7.4% | -29.4% | +36.8% | +14.1% |
| YTD | -7.5% | -29.7% | +22.2% | -3.1% |
| 1Y | -0.3% | -40.0% | +39.7% | +8.3% |
| 3Y | +117.2% | +231.0% | -113.8% | +19.3% |
| 5Y | +89.2% | +500.1% | -410.9% | -19.5% |
| 10Y | +148.3% | +1,004.2% | -855.9% | -10.9% |
| All | +148.2% | +866.2% | -717.9% | -10.0% |
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