+126.9%
WFC vs VUG
+79.9%
+47.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.8% | -0.9% | +0.4% |
| 7D | +0.1% | +0.5% | -0.4% | -0.2% |
| 30D | +2.9% | -8.2% | +11.1% | +7.6% |
| 3M | -1.4% | -5.4% | +4.0% | +1.3% |
| 6M | +14.3% | -2.5% | +16.9% | +15.1% |
| YTD | -6.2% | +4.2% | -10.4% | -9.7% |
| 1Y | +1.6% | +5.0% | -3.4% | -2.8% |
| 3Y | +126.9% | +81.7% | +45.2% | +66.4% |
| All | +126.9% | +79.9% | +47.0% | +66.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling