-48.2%
VFC vs WAB
+282.0%
-330.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.4% | -1.7% |
| 7D | +3.5% | +4.0% | -0.5% | +1.0% |
| 30D | +38.3% | +6.3% | +31.9% | +32.9% |
| 3M | +40.2% | +3.3% | +36.9% | +37.1% |
| 6M | +10.6% | +14.5% | -3.9% | +1.5% |
| YTD | +16.7% | +42.7% | -25.9% | -6.2% |
| 1Y | +45.0% | +45.2% | -0.2% | +15.6% |
| 3Y | +48.8% | +173.8% | -125.0% | -15.2% |
| 5Y | -67.6% | +223.8% | -291.4% | -83.1% |
| All | -48.2% | +282.0% | -330.2% | -78.6% |
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