+95.0%
WFC vs VT
+59.7%
+35.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.7% | +0.5% | +0.5% |
| 7D | +4.5% | -0.3% | +4.8% | +4.8% |
| 30D | +7.4% | -1.4% | +8.8% | +8.9% |
| 3M | -0.5% | -1.4% | +0.9% | +0.8% |
| 6M | +11.7% | +5.5% | +6.2% | +4.9% |
| YTD | -4.6% | +12.8% | -17.5% | -16.9% |
| 1Y | +2.5% | +15.4% | -12.9% | -12.8% |
| 3Y | +123.9% | +76.9% | +47.1% | +19.9% |
| All | +95.0% | +59.7% | +35.3% | +23.0% |
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 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