-14.7%
VFC vs WETO
-47.5%
+32.7%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +7.1% | -8.6% | -1.5% |
| 7D | -3.3% | -19.9% | +16.6% | -3.4% |
| 30D | -14.0% | -42.7% | +28.7% | -12.9% |
| All | -14.7% | -47.5% | +32.7% | -13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 1mo: compounded portfolio wealth divided by compounded WETO 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…
1mo analysis · Full analysis span regression · Available span rolling