-68.7%
VFC vs WAB
+282.7%
-351.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.8% | -1.4% |
| 7D | -2.3% | +0.2% | -2.6% | -2.5% |
| 30D | -13.4% | -4.6% | -8.8% | -10.9% |
| 3M | -23.7% | +5.6% | -29.3% | -26.2% |
| 6M | -24.5% | +13.8% | -38.3% | -30.4% |
| YTD | -27.8% | +31.9% | -59.7% | -39.0% |
| 1Y | -13.5% | +48.3% | -61.7% | -31.5% |
| 3Y | -27.1% | +167.1% | -194.3% | -57.4% |
| 5Y | -79.0% | +222.9% | -301.9% | -88.8% |
| 10Y | -68.7% | +289.9% | -358.7% | -86.5% |
| All | -68.7% | +282.7% | -351.4% | -86.5% |
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 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