+122.9%
WFC vs VTRS
+47.1%
+75.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.7% |
| 7D | +0.4% | -2.2% | +2.5% | +1.0% |
| 30D | +1.5% | +3.3% | -1.8% | +0.5% |
| 3M | +10.2% | +2.0% | +8.2% | +9.3% |
| 6M | +18.8% | +19.9% | -1.2% | +11.4% |
| YTD | -1.5% | +35.7% | -37.3% | -11.5% |
| 1Y | +13.5% | +68.1% | -54.5% | -5.2% |
| 3Y | +135.0% | +87.1% | +47.9% | +79.3% |
| All | +122.9% | +47.1% | +75.8% | +72.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling