-48.6%
VFC vs WCN
+322.1%
-370.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | 0.0% | +3.2% | +3.2% |
| 7D | +1.6% | +2.6% | -1.0% | +0.3% |
| 30D | +25.5% | +23.9% | +1.5% | +12.1% |
| 3M | +41.3% | +17.4% | +23.9% | +29.7% |
| 6M | +22.2% | +28.0% | -5.8% | +6.3% |
| YTD | +16.4% | +11.6% | +4.8% | +8.0% |
| 1Y | +38.4% | +16.9% | +21.6% | +25.0% |
| 3Y | +56.2% | +51.6% | +4.6% | +16.5% |
| 5Y | -68.2% | +48.0% | -116.1% | -76.3% |
| All | -48.6% | +322.1% | -370.7% | -77.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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