+142.9%
WFC vs VT
+215.5%
-72.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.7% | -0.7% |
| 7D | +1.2% | -2.3% | +3.6% | +4.0% |
| 30D | +5.2% | -5.0% | +10.2% | +11.5% |
| 3M | -3.0% | -4.9% | +1.8% | +2.6% |
| 6M | +6.2% | -1.5% | +7.7% | +7.2% |
| YTD | -7.9% | +8.5% | -16.4% | -17.7% |
| 1Y | +0.3% | +11.4% | -11.1% | -13.2% |
| 3Y | +117.7% | +70.1% | +47.7% | +11.3% |
| 5Y | +88.4% | +53.7% | +34.6% | +10.2% |
| All | +142.9% | +215.5% | -72.6% | -37.0% |
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