-24.4%
VFC vs WAB
+162.1%
-186.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.7% | +1.6% | +1.7% |
| 7D | -1.6% | -3.2% | +1.6% | +1.3% |
| 30D | -11.6% | -4.4% | -7.2% | -8.1% |
| 3M | -18.1% | +7.9% | -26.0% | -23.7% |
| 6M | -27.4% | +8.7% | -36.1% | -33.4% |
| YTD | -24.8% | +33.0% | -57.8% | -43.3% |
| 1Y | -8.2% | +46.7% | -54.9% | -37.0% |
| All | -24.4% | +162.1% | -186.5% | -68.8% |
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