-78.1%
VFC vs WCN
+30.9%
-109.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.8% | -1.5% |
| 7D | +0.8% | -0.4% | +1.3% | +1.0% |
| 30D | -11.9% | -2.1% | -9.8% | -11.3% |
| 3M | -20.2% | +6.4% | -26.5% | -22.3% |
| 6M | -23.0% | -3.7% | -19.3% | -22.3% |
| YTD | -26.2% | -6.4% | -19.9% | -24.8% |
| 1Y | -13.3% | -7.9% | -5.4% | -11.1% |
| 3Y | -25.5% | +20.8% | -46.3% | -34.9% |
| 5Y | -78.1% | +29.0% | -107.1% | -81.8% |
| All | -78.1% | +30.9% | -109.0% | -81.8% |
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