+128.5%
WFC vs VUG
+75.2%
+53.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.2% |
| 7D | +0.4% | +0.1% | +0.4% | +0.4% |
| 30D | +2.5% | -1.7% | +4.1% | +3.4% |
| 3M | +10.0% | +2.8% | +7.2% | +7.8% |
| 6M | +15.1% | +13.6% | +1.5% | +5.4% |
| YTD | -2.2% | +8.1% | -10.3% | -7.5% |
| 1Y | +13.5% | +13.1% | +0.4% | +4.1% |
| 3Y | +135.2% | +87.0% | +48.3% | +56.7% |
| All | +128.5% | +75.2% | +53.3% | +52.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling