+1,420.0%
WFC vs VTR
+1,499.7%
-79.7%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.0% | +2.9% | +1.6% |
| 7D | +3.8% | -1.7% | +5.5% | +4.4% |
| 30D | +1.5% | -2.4% | +3.9% | +2.3% |
| 3M | +10.9% | +14.8% | -3.9% | +4.8% |
| 6M | +8.4% | +5.3% | +3.1% | +5.5% |
| YTD | -1.9% | +18.1% | -20.0% | -8.6% |
| 1Y | +12.3% | +36.7% | -24.4% | -1.2% |
| 3Y | +132.3% | +130.1% | +2.2% | +65.0% |
| 5Y | +130.1% | +89.5% | +40.6% | +72.9% |
| 10Y | +134.4% | +87.4% | +47.0% | +59.3% |
| All | +1,420.0% | +1,499.7% | -79.7% | +647.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling