+55.6%
VFC vs WAB
+46.5%
+9.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.1% | +3.3% | +3.6% |
| 7D | +21.5% | +4.5% | +16.9% | +17.7% |
| 30D | +46.7% | +1.1% | +45.6% | +45.3% |
| 3M | +38.4% | -1.3% | +39.7% | +39.5% |
| 6M | +15.2% | +12.7% | +2.5% | +5.5% |
| YTD | +17.8% | +38.7% | -20.9% | -21.1% |
| 1Y | +55.6% | +44.9% | +10.6% | -3.5% |
| All | +55.6% | +46.5% | +9.0% | -3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 1y: compounded portfolio wealth divided by compounded WAB 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…
1y analysis · Full analysis span regression · 6 months rolling