+487.3%
WFC vs VUG
+1,251.8%
-764.5%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.4% |
| 7D | +3.8% | -0.1% | +3.9% | +3.8% |
| 30D | +1.5% | -0.3% | +1.8% | +1.7% |
| 3M | +10.9% | -0.7% | +11.5% | +10.6% |
| 6M | +8.4% | +14.6% | -6.2% | -7.9% |
| YTD | -1.9% | +9.0% | -10.9% | -12.0% |
| 1Y | +12.3% | +14.9% | -2.5% | -5.2% |
| 3Y | +132.3% | +86.0% | +46.3% | +11.0% |
| 5Y | +130.1% | +76.7% | +53.4% | +10.6% |
| 10Y | +134.4% | +411.3% | -276.9% | -73.9% |
| All | +487.3% | +1,251.8% | -764.5% | -80.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling