+502.3%
WFC vs VT
+374.2%
+128.1%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +3.8% | +0.4% | +3.3% | +3.2% |
| 30D | +1.5% | +1.0% | +0.5% | +0.1% |
| 3M | +10.9% | +2.4% | +8.5% | +6.9% |
| 6M | +8.4% | +12.0% | -3.6% | -7.4% |
| YTD | -1.9% | +15.3% | -17.2% | -19.4% |
| 1Y | +12.3% | +22.6% | -10.2% | -14.8% |
| 3Y | +132.3% | +74.7% | +57.7% | +10.6% |
| 5Y | +130.1% | +66.1% | +63.9% | +16.8% |
| 10Y | +134.4% | +225.0% | -90.6% | -50.1% |
| All | +502.3% | +374.2% | +128.1% | +10.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling