+581.0%
WFG vs VT
+642.9%
-61.8%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.1% | +3.3% | +2.0% |
| 7D | +1.5% | -4.2% | +5.7% | +4.5% |
| 30D | +9.4% | -5.8% | +15.2% | +13.8% |
| 3M | -1.0% | -5.2% | +4.2% | +2.6% |
| 6M | +17.0% | +0.1% | +16.9% | +16.8% |
| YTD | +14.9% | +8.2% | +6.7% | +8.7% |
| 1Y | +21.3% | +10.1% | +11.1% | +13.3% |
| 3Y | -3.1% | +69.7% | -72.7% | -32.1% |
| 5Y | -11.2% | +53.4% | -64.6% | -33.4% |
| 10Y | +128.6% | +219.2% | -90.7% | +22.5% |
| All | +581.0% | +642.9% | -61.8% | +182.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling