+637.5%
VFC vs WAB
+4,353.8%
-3,716.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.2% | -1.7% | -2.6% |
| 7D | -1.4% | +7.9% | -9.3% | -3.9% |
| 30D | +24.6% | +4.9% | +19.8% | +22.6% |
| 3M | +38.4% | +1.8% | +36.7% | +37.6% |
| 6M | +15.3% | +12.0% | +3.3% | +11.0% |
| YTD | +12.7% | +41.3% | -28.5% | +0.6% |
| 1Y | +32.7% | +43.8% | -11.2% | +17.9% |
| 3Y | +43.7% | +171.1% | -127.4% | +6.0% |
| 5Y | -69.2% | +217.7% | -286.9% | -78.2% |
| 10Y | -50.0% | +272.3% | -322.3% | -67.6% |
| All | +637.5% | +4,353.8% | -3,716.3% | +168.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling