+47.3%
VFC vs WAB
+174.1%
-126.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.1% | -2.5% | -1.8% |
| 7D | +7.7% | +4.0% | +3.7% | +3.9% |
| 30D | +39.2% | +4.5% | +34.7% | +33.4% |
| 3M | +40.3% | +2.3% | +38.0% | +36.9% |
| 6M | +11.4% | +12.5% | -1.1% | -0.6% |
| YTD | +17.5% | +40.2% | -22.7% | -16.0% |
| 1Y | +45.9% | +45.2% | +0.7% | +0.9% |
| 3Y | +47.3% | +171.8% | -124.5% | -42.5% |
| All | +47.3% | +174.1% | -126.7% | -42.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling