+12.3%
WFC vs VTR
+36.9%
-24.5%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.0% | +2.9% | +0.9% |
| 7D | +3.8% | -1.7% | +5.5% | +3.8% |
| 30D | +1.5% | -2.4% | +3.9% | +1.4% |
| 3M | +10.9% | +14.8% | -3.9% | +10.4% |
| 6M | +8.4% | +5.3% | +3.1% | +7.5% |
| YTD | -1.9% | +18.1% | -20.0% | -1.9% |
| 1Y | +12.3% | +36.7% | -24.4% | +12.1% |
| All | +12.3% | +36.9% | -24.5% | +12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 1y: compounded portfolio wealth divided by compounded VTR 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…
1y analysis · Full analysis span regression · 6 months rolling