-48.6%
VFC vs WAB
+266.7%
-315.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.8% | +4.1% | +3.8% |
| 7D | +1.6% | +5.1% | -3.4% | -1.4% |
| 30D | +25.5% | +4.0% | +21.5% | +22.3% |
| 3M | +41.3% | +0.1% | +41.2% | +40.9% |
| 6M | +22.2% | +12.8% | +9.4% | +13.2% |
| YTD | +16.4% | +40.1% | -23.7% | -5.4% |
| 1Y | +38.4% | +46.4% | -8.0% | +9.9% |
| 3Y | +56.2% | +167.4% | -111.1% | -9.7% |
| 5Y | -68.2% | +215.0% | -283.2% | -83.1% |
| All | -48.6% | +266.7% | -315.3% | -78.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling