-50.2%
VFC vs WCN
+322.0%
-372.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.9% | -3.8% | -3.4% |
| 7D | -1.4% | +1.2% | -2.6% | -2.0% |
| 30D | +24.6% | +26.4% | -1.8% | +10.2% |
| 3M | +38.4% | +17.5% | +20.9% | +27.1% |
| 6M | +15.3% | +28.7% | -13.5% | -0.1% |
| YTD | +12.7% | +11.5% | +1.2% | +4.7% |
| 1Y | +32.7% | +15.9% | +16.8% | +20.4% |
| 3Y | +43.7% | +51.6% | -7.9% | +7.2% |
| 5Y | -69.2% | +47.9% | -117.1% | -77.0% |
| All | -50.2% | +322.0% | -372.2% | -77.9% |
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