+111.7%
WFC vs VT
+222.7%
-111.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.7% |
| 7D | +1.7% | +2.9% | -1.2% | -1.7% |
| 30D | +6.8% | -2.5% | +9.4% | +9.9% |
| 3M | -3.0% | -3.3% | +0.3% | +0.7% |
| 6M | +15.4% | +1.5% | +13.9% | +12.3% |
| YTD | -5.9% | +11.4% | -17.3% | -18.5% |
| 1Y | +1.7% | +11.9% | -10.3% | -12.5% |
| 3Y | +124.9% | +73.9% | +51.0% | +11.9% |
| 5Y | +90.5% | +57.9% | +32.6% | +7.8% |
| All | +111.7% | +222.7% | -111.0% | -51.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling