-44.3%
VFC vs WETO
-99.4%
+55.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -5.4% | +9.8% | +4.3% |
| 7D | -1.4% | -4.3% | +2.9% | -1.4% |
| 30D | -9.0% | -39.9% | +30.9% | -7.1% |
| 3M | -24.2% | -97.9% | +73.7% | -24.1% |
| 6M | -18.5% | -95.0% | +76.5% | -16.4% |
| YTD | -25.9% | -97.2% | +71.3% | -25.1% |
| 1Y | -13.0% | -98.9% | +85.9% | -13.6% |
| All | -44.3% | -99.4% | +55.2% | -41.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling