-69.9%
VFC vs WCN
+235.2%
-305.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.4% | -1.0% |
| 7D | -3.3% | -4.4% | +1.1% | -1.0% |
| 30D | -14.0% | -4.4% | -9.6% | -12.0% |
| 3M | -22.6% | +0.5% | -23.0% | -23.3% |
| 6M | -24.7% | -3.3% | -21.4% | -24.6% |
| YTD | -29.0% | -8.5% | -20.5% | -26.8% |
| 1Y | -13.8% | -8.9% | -4.9% | -11.1% |
| 3Y | -28.2% | +18.0% | -46.3% | -38.5% |
| 5Y | -79.0% | +25.0% | -104.0% | -83.0% |
| All | -69.9% | +235.2% | -305.1% | -84.2% |
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