+1,386.1%
WFC vs VTR
+1,492.6%
-106.6%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.1% |
| 7D | +1.1% | -2.4% | +3.4% | +1.9% |
| 30D | +0.8% | -3.7% | +4.6% | +2.1% |
| 3M | +9.3% | +13.5% | -4.3% | +3.8% |
| 6M | +10.6% | +7.2% | +3.4% | +7.0% |
| YTD | -4.1% | +17.6% | -21.6% | -10.5% |
| 1Y | +13.6% | +35.4% | -21.8% | +0.2% |
| 3Y | +130.7% | +132.8% | -2.1% | +63.2% |
| 5Y | +126.7% | +88.7% | +38.1% | +70.7% |
| 10Y | +132.1% | +87.6% | +44.5% | +57.7% |
| All | +1,386.1% | +1,492.6% | -106.6% | +632.4% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling