+117.9%
WFC vs VUG
+405.4%
-287.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.6% | -1.2% |
| 7D | -1.3% | -1.1% | -0.2% | -0.6% |
| 30D | +3.6% | -7.0% | +10.6% | +8.8% |
| 3M | -1.3% | -3.7% | +2.4% | +0.9% |
| 6M | +18.0% | -1.6% | +19.6% | +18.1% |
| YTD | -5.9% | +5.1% | -11.0% | -10.7% |
| 1Y | +1.8% | +3.8% | -2.0% | -2.5% |
| 3Y | +125.0% | +79.9% | +45.1% | +38.9% |
| 5Y | +92.0% | +66.4% | +25.6% | +24.4% |
| 10Y | +117.9% | +405.3% | -287.4% | -46.5% |
| All | +117.9% | +405.4% | -287.5% | -46.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 VUG 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