-78.1%
VFC vs WAB
+231.1%
-309.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.6% | -2.4% | -2.3% |
| 7D | +0.8% | +1.7% | -0.8% | -0.5% |
| 30D | -11.9% | -2.4% | -9.5% | -10.2% |
| 3M | -20.2% | +9.7% | -29.8% | -26.4% |
| 6M | -23.0% | +16.5% | -39.5% | -33.1% |
| YTD | -26.2% | +33.7% | -59.9% | -43.1% |
| 1Y | -13.3% | +49.7% | -63.0% | -39.2% |
| 3Y | -25.5% | +170.9% | -196.4% | -66.8% |
| 5Y | -78.1% | +228.0% | -306.2% | -91.6% |
| All | -78.1% | +231.1% | -309.2% | -91.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling