+129.3%
WFG vs VT
+223.7%
-94.4%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.6% | -2.3% | -2.3% |
| 7D | +3.1% | +0.4% | +2.7% | +2.5% |
| 30D | +6.0% | -2.6% | +8.6% | +8.6% |
| 3M | -5.2% | -3.2% | -2.0% | -2.2% |
| 6M | +11.1% | +0.9% | +10.2% | +9.5% |
| YTD | +13.0% | +11.3% | +1.7% | +0.5% |
| 1Y | +17.0% | +14.0% | +3.0% | +1.4% |
| 3Y | -2.0% | +75.8% | -77.9% | -46.7% |
| 5Y | -12.3% | +57.8% | -70.2% | -46.4% |
| 10Y | +129.3% | +219.8% | -90.5% | -25.3% |
| All | +129.3% | +223.7% | -94.4% | -25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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