+14,159.6%
GWW vs VFC
+845.1%
+13,314.5%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.4% | -1.5% | +0.3% |
| 7D | +1.4% | -1.6% | +3.0% | +1.8% |
| 30D | +3.3% | -11.6% | +14.9% | +6.6% |
| 3M | +2.9% | -18.1% | +21.0% | +7.5% |
| 6M | +15.8% | -27.4% | +43.1% | +24.1% |
| YTD | +32.0% | -24.8% | +56.9% | +39.8% |
| 1Y | +29.9% | -8.2% | +38.1% | +28.8% |
| 3Y | +91.1% | -29.1% | +120.2% | +76.6% |
| 5Y | +223.9% | -79.2% | +303.1% | +330.5% |
| 10Y | +567.0% | -68.1% | +635.1% | +627.3% |
| All | +14,159.6% | +845.1% | +13,314.5% | +6,106.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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