+145.0%
WFC vs VTV
+234.5%
-89.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | -0.1% |
| 7D | +0.4% | -1.1% | +1.5% | +2.0% |
| 30D | +1.5% | -1.0% | +2.6% | +3.0% |
| 3M | +10.2% | +4.6% | +5.6% | +3.2% |
| 6M | +18.8% | +13.5% | +5.3% | -1.0% |
| YTD | -1.5% | +18.5% | -20.0% | -22.9% |
| 1Y | +13.5% | +22.9% | -9.3% | -15.5% |
| 3Y | +135.0% | +67.8% | +67.1% | +13.0% |
| 5Y | +130.1% | +81.8% | +48.2% | +0.1% |
| All | +145.0% | +234.5% | -89.5% | -53.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VTV.
Daily Out/Under-Performance
Portfolio return minus VTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTV 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 10y: compounded portfolio wealth divided by compounded VTV 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…
10y analysis · Full analysis span regression · 6 months rolling