+145.0%
WFC vs VTEB
+25.5%
+119.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.6% | +0.8% |
| 7D | +0.4% | -0.9% | +1.3% | +0.7% |
| 30D | +1.5% | -2.5% | +4.0% | +2.5% |
| 3M | +10.2% | -3.0% | +13.2% | +11.5% |
| 6M | +18.8% | -2.1% | +20.9% | +19.8% |
| YTD | -1.5% | -1.5% | 0.0% | -1.0% |
| 1Y | +13.5% | +0.2% | +13.4% | +13.4% |
| 3Y | +135.0% | +8.6% | +126.4% | +125.0% |
| 5Y | +130.1% | +1.2% | +128.9% | +127.4% |
| 10Y | +144.1% | +18.1% | +126.0% | +226.1% |
| All | +145.0% | +25.5% | +119.5% | +318.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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