+90.7%
WFC vs VTR
+92.3%
-1.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.2% | +0.6% |
| 7D | +2.5% | +0.2% | +2.3% | +2.5% |
| 30D | +7.0% | +5.5% | +1.5% | +5.3% |
| 3M | -1.8% | -0.9% | -0.8% | -1.6% |
| 6M | +18.4% | -0.4% | +18.8% | +17.8% |
| YTD | -5.6% | +17.0% | -22.6% | -11.1% |
| 1Y | +3.9% | +18.0% | -14.1% | -2.5% |
| 3Y | +126.3% | +127.4% | -1.0% | +62.0% |
| All | +90.7% | +92.3% | -1.6% | +47.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling