Asset Allocation
Find the right asset allocation for WF
Add portfolio to the optimizer to find optimal allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio OptimizerPerformance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in WF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Every 3 months.
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Returns By Period
As of Jun 13, 2026, the WF returned 9.63% Year-To-Date and 10.65% of annualized return in the last 10 years.
| Position | 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.50% | -0.93% | 8.56% | 8.85% | 24.33% | 19.37% | 11.84% | 13.61% |
Portfolio WF | 0.54% | 0.60% | 9.63% | 10.14% | 22.41% | 16.56% | 7.95% | 10.65% |
| Portfolio components: | ||||||||
EMB iShares J.P. Morgan USD Emerging Markets Bond ETF | 0.09% | 1.29% | 2.29% | 2.72% | 11.53% | 9.63% | 1.79% | 3.39% |
LQD iShares iBoxx $ Investment Grade Corporate Bond ETF | -0.06% | 0.80% | 0.82% | 1.24% | 5.80% | 5.30% | -0.21% | 2.54% |
VEA Vanguard FTSE Developed Markets ETF | 0.34% | 1.40% | 14.73% | 16.65% | 31.41% | 19.03% | 9.51% | 10.72% |
VNQ Vanguard Real Estate ETF | 0.92% | 3.35% | 12.51% | 12.32% | 14.02% | 10.14% | 2.55% | 5.65% |
VTI Vanguard Total Stock Market ETF | 0.57% | -0.28% | 9.62% | 9.69% | 26.27% | 20.60% | 12.20% | 15.02% |
VWO Vanguard FTSE Emerging Markets ETF | 0.76% | -0.68% | 10.77% | 12.57% | 26.52% | 16.61% | 5.03% | 9.00% |
Monthly Returns
Based on dividend-adjusted daily data since Dec 19, 2007, WF's average daily return is +0.04%, while the average monthly return is +0.76%. At this rate, an investment would double in approximately 7.6 years.
Historically, 64% of months were positive and 36% were negative. The best month was Apr 2009 with a return of +14.2%, while the worst month was Oct 2008 at -20.5%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 6 months.
On a daily basis, WF closed higher 55% of trading days. The best single day was Oct 13, 2008 with a return of +11.2%, while the worst single day was Mar 16, 2020 at -11.0%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.48% | 1.93% | -5.59% | 8.23% | 3.16% | -0.43% | 9.63% | ||||||
| 2025 | 2.45% | 0.42% | -2.96% | -0.27% | 4.20% | 3.93% | 1.02% | 2.76% | 2.81% | 1.22% | 0.55% | 0.14% | 17.29% |
| 2024 | -0.96% | 3.42% | 2.75% | -3.88% | 4.02% | 1.72% | 2.98% | 2.58% | 2.72% | -2.21% | 3.78% | -3.55% | 13.69% |
| 2023 | 7.46% | -3.71% | 1.92% | 0.86% | -1.43% | 5.29% | 3.21% | -2.83% | -4.54% | -2.79% | 9.03% | 5.65% | 18.36% |
| 2022 | -4.96% | -3.10% | 1.76% | -7.30% | -0.39% | -7.20% | 6.66% | -3.90% | -9.47% | 4.48% | 7.79% | -4.14% | -19.55% |
| 2021 | -0.14% | 1.98% | 2.55% | 4.33% | 1.08% | 1.78% | 0.94% | 2.10% | -4.03% | 4.65% | -2.07% | 4.10% | 18.29% |
Benchmark Metrics
WF has an annualized alpha of 0.13%, beta of 0.88, and R2 of 0.94 versus S&P 500 Index. Calculated based on daily prices since December 19, 2007.
- This portfolio participated in 91.42% of S&P 500 Index downside but only 87.70% of its upside - more exposed to losses than it benefited from rallies.
- With beta of 0.88 and R2 of 0.94, this portfolio moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 0.13%
- Beta
- 0.88
- R²
- 0.94
- Upside Capture
- 87.70%
- Downside Capture
- 91.42%
Expense Ratio
WF has an expense ratio of 0.09%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Return for Risk
Risk / Return Rank
WF ranks 49 for risk / return — on par with similar Portfolios. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
The table below presents risk-adjusted performance metrics for WF and compares them with S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | 1.95 | 1.86 | +0.09 |
| Sortino ratioReturn per unit of downside risk | 2.72 | 2.53 | +0.19 |
| Omega ratioGain probability vs. loss probability | 1.36 | 1.34 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.56 | 2.53 | +0.03 |
| Martin ratioReturn relative to average drawdown | 11.20 | 11.37 | -0.17 |
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Position | Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio |
|---|---|---|---|---|---|---|
EMB iShares J.P. Morgan USD Emerging Markets Bond ETF | 64 | 1.92 | 2.81 | 1.37 | 2.41 | 10.28 |
LQD iShares iBoxx $ Investment Grade Corporate Bond ETF | 30 | 0.97 | 1.43 | 1.17 | 1.55 | 4.37 |
VEA Vanguard FTSE Developed Markets ETF | 60 | 1.81 | 2.50 | 1.33 | 2.58 | 9.92 |
VNQ Vanguard Real Estate ETF | 31 | 0.96 | 1.39 | 1.17 | 1.56 | 4.90 |
VTI Vanguard Total Stock Market ETF | 67 | 1.97 | 2.67 | 1.35 | 2.79 | 12.52 |
VWO Vanguard FTSE Emerging Markets ETF | 48 | 1.49 | 2.10 | 1.28 | 2.21 | 7.80 |
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Dividends
Dividend yield
WF provided a 2.38% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.38% | 2.58% | 2.75% | 2.75% | 2.88% | 2.15% | 2.25% | 2.71% | 3.16% | 2.65% | 2.94% | 2.91% |
| Portfolio components: | ||||||||||||
EMB iShares J.P. Morgan USD Emerging Markets Bond ETF | 5.03% | 4.98% | 5.46% | 4.74% | 5.04% | 3.89% | 3.88% | 4.51% | 5.64% | 4.54% | 4.83% | 4.84% |
LQD iShares iBoxx $ Investment Grade Corporate Bond ETF | 4.55% | 4.48% | 4.45% | 3.99% | 3.30% | 2.30% | 2.66% | 3.29% | 3.67% | 3.10% | 3.34% | 3.47% |
VEA Vanguard FTSE Developed Markets ETF | 2.62% | 3.22% | 3.35% | 3.15% | 2.91% | 3.16% | 2.04% | 3.04% | 3.35% | 2.77% | 3.05% | 2.92% |
VNQ Vanguard Real Estate ETF | 3.54% | 3.92% | 3.85% | 3.95% | 3.91% | 2.56% | 3.93% | 3.39% | 4.74% | 4.23% | 4.82% | 3.92% |
VTI Vanguard Total Stock Market ETF | 1.03% | 1.12% | 1.27% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% |
VWO Vanguard FTSE Emerging Markets ETF | 2.44% | 2.79% | 3.20% | 3.52% | 4.11% | 2.63% | 1.91% | 3.23% | 2.88% | 2.30% | 2.52% | 3.26% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the WF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the WF was 51.08%, occurring on Mar 9, 2009. Recovery took 420 trading sessions.
The current WF drawdown is 0.85%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -51.08%Mar 2009 | 9mo 23d | 1y 8mo | 2y 5moMay 2008 - Nov 2010 |
COVID crash2020 | -32.74%Mar 2020 | 1mo 4d | 5mo 8d | 6mo 12dFeb 2020 - Aug 2020 |
Bear market2022 | -26.59%Oct 2022 | 9mo 13d | 1y 5mo | 2y 2moJan 2022 - Mar 2024 |
2011 correction2011 | -19.08%Oct 2011 | 5mo 4d | 4mo 24d | 9mo 28dMay 2011 - Feb 2012 |
2016 correction2016 | -15.35%Feb 2016 | 9mo 20d | 4mo 28d | 1y 2moApr 2015 - Jul 2016 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 6 assets, with an effective number of assets of 3.74, reflecting the diversification based on asset allocation. Your allocation shows noticeable concentration: a few holdings carry significantly more weight than the rest. Rebalancing toward more even weights — or adding less correlated assets — could reduce risk.
Diversification Ratio
1Y | 3Y | 5Y | 10Y | All Time | |
|---|---|---|---|---|---|
Diversification Ratio | 1.16 | 1.16 | 1.15 | 1.13 | 1.13 |
The portfolio has a diversification ratio of 1.13, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.
WF correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.92 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.91 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.93 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.93 |
Correlation (All Time) Calculated using the full available price history since Dec 19, 2007 | 0.95 |
Benchmark Correlations
Correlation vs. S&P 500 Index. VTI has the highest benchmark correlation at 0.99, while LQD has the lowest at 0.08.
Asset Correlations Table
Find what WF is missing
See which holdings overlap, where WF is concentrated, and which low-correlation assets could fill the gaps.
Analyze Diversification