-27.4%
VFC vs WCN
-3.5%
-23.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.2% | +3.5% | +1.9% |
| 7D | -1.6% | -0.6% | -1.0% | -1.8% |
| 30D | -11.6% | +0.4% | -12.1% | -11.4% |
| 3M | -18.1% | +7.3% | -25.4% | -15.6% |
| 6M | -27.4% | -2.5% | -24.8% | -25.5% |
| All | -27.4% | -3.5% | -23.9% | -25.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling