-67.8%
VFC vs WCN
+46.9%
-114.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.7% |
| 7D | -1.4% | +0.4% | -1.8% | -1.5% |
| 30D | +30.7% | +25.3% | +5.4% | +20.9% |
| 3M | +40.6% | +15.4% | +25.2% | +33.7% |
| 6M | +16.5% | +27.8% | -11.4% | +6.1% |
| YTD | +16.2% | +10.6% | +5.6% | +11.8% |
| 1Y | +42.4% | +15.8% | +26.7% | +34.1% |
| 3Y | +48.1% | +50.3% | -2.2% | +17.9% |
| 5Y | -67.8% | +46.9% | -114.7% | -74.2% |
| All | -67.8% | +46.9% | -114.7% | -74.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling