+8,598.6%
WFC vs VTRS
+552.8%
+8,045.8%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.1% |
| 7D | +0.4% | -3.5% | +3.9% | +1.3% |
| 30D | +2.5% | +2.1% | +0.3% | +1.9% |
| 3M | +10.0% | +2.6% | +7.4% | +9.1% |
| 6M | +15.1% | +17.8% | -2.7% | +10.2% |
| YTD | -2.2% | +35.7% | -37.9% | -9.7% |
| 1Y | +13.5% | +63.5% | -50.0% | 0.0% |
| 3Y | +135.2% | +85.1% | +50.1% | +97.3% |
| 5Y | +128.3% | +42.5% | +85.8% | +100.7% |
| 10Y | +142.4% | -48.2% | +190.6% | +151.1% |
| All | +8,598.6% | +552.8% | +8,045.8% | +4,079.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling