+12.3%
WFC vs VTRS
+66.3%
-54.0%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.2% | +0.9% |
| 7D | +3.8% | +3.3% | +0.5% | +3.1% |
| 30D | +1.5% | -3.6% | +5.1% | +2.2% |
| 3M | +10.9% | +7.0% | +3.9% | +9.2% |
| 6M | +8.4% | +17.5% | -9.0% | +4.0% |
| YTD | -1.9% | +38.8% | -40.7% | -8.0% |
| 1Y | +12.3% | +69.2% | -56.9% | +2.1% |
| All | +12.3% | +66.3% | -54.0% | +2.1% |
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