+309.9%
WFC vs VYM
+490.3%
-180.3%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -1.5% |
| 7D | +1.1% | +0.1% | +0.9% | +0.9% |
| 30D | +0.8% | -1.3% | +2.1% | +3.0% |
| 3M | +9.3% | +4.1% | +5.2% | +2.2% |
| 6M | +10.6% | +9.8% | +0.8% | -5.6% |
| YTD | -4.1% | +15.3% | -19.4% | -24.6% |
| 1Y | +13.6% | +20.0% | -6.4% | -16.6% |
| 3Y | +130.7% | +66.2% | +64.5% | -2.0% |
| 5Y | +126.7% | +77.5% | +49.2% | -13.4% |
| 10Y | +132.1% | +201.7% | -69.6% | -64.3% |
| All | +309.9% | +490.3% | -180.3% | -80.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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