+134.2%
VFC vs WCC
+1,713.7%
-1,579.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.9% | -1.5% | +1.3% |
| 7D | -1.6% | +4.5% | -6.1% | -2.8% |
| 30D | -11.6% | -5.8% | -5.8% | -10.3% |
| 3M | -18.1% | -3.7% | -14.4% | -17.6% |
| 6M | -27.4% | +23.1% | -50.4% | -31.9% |
| YTD | -24.8% | +44.2% | -69.0% | -32.7% |
| 1Y | -8.2% | +62.1% | -70.3% | -20.6% |
| 3Y | -29.1% | +121.1% | -150.2% | -44.2% |
| 5Y | -79.2% | +214.0% | -293.1% | -85.3% |
| 10Y | -68.1% | +472.8% | -540.9% | -81.9% |
| All | +134.2% | +1,713.7% | -1,579.6% | -5.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling