-71.7%
VFC vs WING
+405.9%
-477.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.3% | +2.5% |
| 7D | -1.6% | -3.9% | +2.2% | -0.9% |
| 30D | -11.6% | -11.6% | -0.1% | -9.7% |
| 3M | -18.1% | -24.2% | +6.1% | -14.2% |
| 6M | -27.4% | -54.1% | +26.7% | -16.8% |
| YTD | -24.8% | -53.9% | +29.1% | -14.4% |
| 1Y | -8.2% | -64.4% | +56.1% | +9.2% |
| 3Y | -29.1% | -30.2% | +1.1% | -29.3% |
| 5Y | -79.2% | -34.1% | -45.1% | -80.0% |
| 10Y | -68.1% | +342.1% | -410.2% | -78.8% |
| All | -71.7% | +405.9% | -477.6% | -82.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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