-27.4%
VFC vs WAB
+8.3%
-35.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.7% | +1.6% | +1.9% |
| 7D | -1.6% | -3.2% | +1.6% | +0.3% |
| 30D | -11.6% | -4.4% | -7.2% | -9.2% |
| 3M | -18.1% | +7.9% | -26.0% | -20.4% |
| 6M | -27.4% | +8.7% | -36.1% | -30.5% |
| All | -27.4% | +8.3% | -35.6% | -30.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling