+118.2%
WFG vs VT
+215.5%
-97.3%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.2% |
| 7D | +1.1% | -2.3% | +3.4% | +3.4% |
| 30D | +7.1% | -5.0% | +12.0% | +12.5% |
| 3M | -2.4% | -4.9% | +2.5% | +2.5% |
| 6M | +9.2% | -1.5% | +10.7% | +10.4% |
| YTD | +12.6% | +8.5% | +4.1% | +2.8% |
| 1Y | +16.4% | +11.4% | +5.0% | +3.4% |
| 3Y | -6.4% | +70.1% | -76.4% | -47.3% |
| 5Y | -13.0% | +53.7% | -66.7% | -45.3% |
| All | +118.2% | +215.5% | -97.3% | -26.1% |
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