-8.2%
VFC vs WAB
+48.2%
-56.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.7% | +1.6% | +1.8% |
| 7D | -1.6% | -3.2% | +1.6% | +0.8% |
| 30D | -11.6% | -4.4% | -7.2% | -8.6% |
| 3M | -18.1% | +7.9% | -26.0% | -22.1% |
| 6M | -27.4% | +8.7% | -36.1% | -32.0% |
| YTD | -24.8% | +33.0% | -57.8% | -43.0% |
| 1Y | -8.2% | +46.7% | -54.9% | -35.2% |
| All | -8.2% | +48.2% | -56.4% | -35.2% |
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