+15,961.7%
GWW vs VFC
+1,363.4%
+14,598.4%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.2% | -4.1% | -1.8% |
| 7D | +3.6% | +1.6% | +1.9% | +3.0% |
| 30D | +12.1% | +25.5% | -13.4% | +5.4% |
| 3M | +12.9% | +41.3% | -28.4% | +2.6% |
| 6M | +19.3% | +22.2% | -2.9% | +11.5% |
| YTD | +48.7% | +16.4% | +32.3% | +39.7% |
| 1Y | +60.5% | +38.4% | +22.1% | +43.4% |
| 3Y | +93.3% | +56.2% | +37.0% | +44.6% |
| 5Y | +219.0% | -68.2% | +287.1% | +278.8% |
| 10Y | +659.0% | -48.4% | +707.3% | +624.2% |
| All | +15,961.7% | +1,363.4% | +14,598.4% | +6,102.9% |
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