+474.2%
WFC vs VTV
+715.1%
-240.9%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -1.0% |
| 7D | +1.1% | +0.3% | +0.8% | +0.6% |
| 30D | +0.8% | +0.1% | +0.7% | +0.6% |
| 3M | +9.3% | +6.2% | +3.1% | -0.5% |
| 6M | +10.6% | +13.5% | -2.8% | -9.2% |
| YTD | -4.1% | +18.9% | -22.9% | -26.7% |
| 1Y | +13.6% | +25.8% | -12.2% | -20.5% |
| 3Y | +130.7% | +68.7% | +62.0% | +3.3% |
| 5Y | +126.7% | +80.3% | +46.4% | -7.5% |
| 10Y | +132.1% | +226.3% | -94.2% | -61.2% |
| All | +474.2% | +715.1% | -240.9% | -68.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling