+12.5%
WFC vs VTR
+33.9%
-21.4%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.3% |
| 7D | +0.3% | -1.8% | +2.1% | +0.3% |
| 30D | +2.3% | +4.0% | -1.7% | +2.2% |
| 3M | +9.8% | +7.8% | +1.9% | +9.2% |
| 6M | +15.6% | +6.4% | +9.2% | +14.6% |
| YTD | -2.4% | +18.3% | -20.8% | -2.5% |
| All | +12.5% | +33.9% | -21.4% | +11.0% |
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