+130.7%
WFC vs VUG
+88.1%
+42.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.9% | -2.0% |
| 7D | +1.1% | +0.9% | +0.2% | +0.6% |
| 30D | +0.8% | -1.4% | +2.2% | +1.6% |
| 3M | +9.3% | +2.3% | +6.9% | +7.5% |
| 6M | +10.6% | +15.7% | -5.0% | +0.5% |
| YTD | -4.1% | +8.6% | -12.7% | -9.4% |
| 1Y | +13.6% | +14.1% | -0.5% | +4.0% |
| 3Y | +130.7% | +87.9% | +42.8% | +66.2% |
| All | +130.7% | +88.1% | +42.7% | +66.2% |
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