+94.0%
WFC vs VT
+57.4%
+36.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.6% | -0.8% | -0.8% |
| 7D | +0.1% | +0.4% | -0.2% | -0.3% |
| 30D | +2.9% | -2.6% | +5.5% | +5.6% |
| 3M | -1.4% | -3.2% | +1.8% | +1.7% |
| 6M | +14.3% | +0.9% | +13.4% | +12.4% |
| YTD | -6.2% | +11.3% | -17.5% | -17.2% |
| 1Y | +1.6% | +14.0% | -12.4% | -12.6% |
| 3Y | +126.9% | +75.8% | +51.1% | +22.1% |
| 5Y | +94.0% | +57.8% | +36.1% | +23.1% |
| All | +94.0% | +57.4% | +36.6% | +23.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling