-48.5%
VFC vs WCC
+453.1%
-501.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.3% | -3.8% | -1.9% |
| 7D | -1.4% | +3.3% | -4.7% | -3.1% |
| 30D | +30.7% | -9.4% | +40.2% | +34.5% |
| 3M | +40.6% | -10.5% | +51.1% | +44.7% |
| 6M | +16.5% | -10.4% | +26.9% | +18.7% |
| YTD | +16.2% | +34.4% | -18.2% | -1.8% |
| 1Y | +42.4% | +27.7% | +14.8% | +23.3% |
| 3Y | +48.1% | +137.9% | -89.9% | -5.0% |
| 5Y | -67.8% | +147.0% | -214.8% | -80.7% |
| 10Y | -48.5% | +442.5% | -490.9% | -81.9% |
| All | -48.5% | +453.1% | -501.6% | -81.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 10y: compounded portfolio wealth divided by compounded WCC 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…
10y analysis · Full analysis span regression · 6 months rolling