+314.7%
WFC vs VXUS
+164.4%
+150.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.9% |
| 7D | -1.3% | -0.5% | -0.8% | -0.8% |
| 30D | +3.6% | -1.2% | +4.8% | +4.7% |
| 3M | -1.3% | -3.8% | +2.5% | +2.4% |
| 6M | +18.0% | -1.7% | +19.6% | +18.7% |
| YTD | -5.9% | +11.4% | -17.3% | -17.6% |
| 1Y | +1.8% | +13.3% | -11.5% | -12.5% |
| 3Y | +125.0% | +70.0% | +55.0% | +24.5% |
| 5Y | +92.0% | +48.1% | +43.9% | +23.8% |
| 10Y | +117.9% | +147.1% | -29.1% | -14.2% |
| All | +314.7% | +164.4% | +150.3% | +44.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling