+391.8%
VFC vs WAB
+4,092.2%
-3,700.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.7% | +1.6% | +2.1% |
| 7D | -1.6% | -3.2% | +1.6% | -0.5% |
| 30D | -11.6% | -4.4% | -7.2% | -10.3% |
| 3M | -18.1% | +7.9% | -26.0% | -20.1% |
| 6M | -27.4% | +8.7% | -36.1% | -29.4% |
| YTD | -24.8% | +33.0% | -57.8% | -31.5% |
| 1Y | -8.2% | +46.7% | -54.9% | -18.9% |
| 3Y | -29.1% | +153.0% | -182.1% | -46.5% |
| 5Y | -79.2% | +222.3% | -301.4% | -85.3% |
| 10Y | -68.1% | +291.0% | -359.1% | -79.5% |
| All | +391.8% | +4,092.2% | -3,700.4% | +82.9% |
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