+122.9%
WFC vs VTR
+87.5%
+35.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.1% |
| 7D | +0.4% | -0.3% | +0.7% | +0.4% |
| 30D | +1.5% | +1.1% | +0.4% | +1.2% |
| 3M | +10.2% | +7.9% | +2.3% | +7.3% |
| 6M | +18.8% | +6.2% | +12.6% | +15.9% |
| YTD | -1.5% | +17.7% | -19.3% | -7.2% |
| 1Y | +13.5% | +32.9% | -19.3% | +2.6% |
| 3Y | +135.0% | +129.7% | +5.3% | +69.6% |
| All | +122.9% | +87.5% | +35.3% | +69.9% |
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