+122.7%
WFG vs VT
+221.8%
-99.1%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.7% |
| 7D | -2.6% | +2.4% | -4.9% | -4.9% |
| 30D | +3.4% | -1.5% | +4.9% | +4.8% |
| 3M | -4.5% | -4.1% | -0.4% | -0.6% |
| 6M | +9.4% | +0.6% | +8.9% | +8.2% |
| YTD | +9.7% | +11.0% | -1.3% | -2.3% |
| 1Y | +12.1% | +13.3% | -1.2% | -2.2% |
| 3Y | -4.8% | +73.4% | -78.2% | -47.5% |
| 5Y | -14.9% | +57.4% | -72.3% | -47.8% |
| All | +122.7% | +221.8% | -99.1% | -27.4% |
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