+2.5%
WFC vs VTRS
+90.6%
-88.1%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.6% | +0.6% | +1.9% |
| 7D | +4.5% | +2.4% | +2.1% | +3.9% |
| 30D | +7.4% | +9.1% | -1.7% | +5.3% |
| 3M | -0.5% | +9.4% | -9.9% | -2.6% |
| 6M | +11.7% | +28.3% | -16.6% | +5.3% |
| YTD | -4.6% | +58.0% | -62.7% | -13.6% |
| 1Y | +2.5% | +89.7% | -87.2% | -9.5% |
| All | +2.5% | +90.6% | -88.1% | -9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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