+42.4%
VFC vs WAB
+46.1%
-3.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | -1.4% | +3.1% | -4.5% | -3.7% |
| 30D | +30.7% | +6.4% | +24.3% | +24.5% |
| 3M | +40.6% | +2.2% | +38.5% | +38.1% |
| 6M | +16.5% | +13.7% | +2.8% | +6.4% |
| YTD | +16.2% | +43.0% | -26.8% | -24.1% |
| 1Y | +42.4% | +47.0% | -4.5% | -11.9% |
| All | +42.4% | +46.1% | -3.7% | -11.9% |
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