+241.1%
VFC vs WCN
+8,078.4%
-7,837.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.9% | -3.8% | -3.2% |
| 7D | -1.4% | +1.2% | -2.6% | -1.7% |
| 30D | +24.6% | +26.4% | -1.8% | +17.4% |
| 3M | +38.4% | +17.5% | +20.9% | +32.8% |
| 6M | +15.3% | +28.7% | -13.5% | +7.7% |
| YTD | +12.7% | +11.5% | +1.2% | +8.7% |
| 1Y | +32.7% | +15.9% | +16.8% | +26.7% |
| 3Y | +43.7% | +51.6% | -7.9% | +27.5% |
| 5Y | -69.2% | +47.9% | -117.1% | -72.5% |
| 10Y | -50.0% | +322.5% | -372.4% | -64.6% |
| All | +241.1% | +8,078.4% | -7,837.3% | +65.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling