+142.4%
WFC vs VXUS
+146.7%
-4.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.8% |
| 7D | +0.4% | +0.3% | +0.2% | +0.1% |
| 30D | +2.5% | +0.7% | +1.8% | +1.6% |
| 3M | +10.0% | +4.8% | +5.2% | +3.9% |
| 6M | +15.1% | +11.3% | +3.7% | +0.4% |
| YTD | -2.2% | +16.5% | -18.7% | -19.2% |
| 1Y | +13.5% | +24.3% | -10.8% | -13.1% |
| 3Y | +135.2% | +74.5% | +60.7% | +19.1% |
| 5Y | +128.3% | +54.3% | +74.0% | +35.4% |
| 10Y | +142.4% | +150.1% | -7.7% | -12.8% |
| All | +142.4% | +146.7% | -4.3% | -12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VXUS.
Daily Out/Under-Performance
Portfolio return minus VXUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXUS 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 VXUS 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