-8.2%
VFC vs WSM
+19.9%
-28.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.1% | +0.3% | +0.9% |
| 7D | -1.6% | -3.3% | +1.7% | +0.7% |
| 30D | -11.6% | -8.4% | -3.2% | -6.0% |
| 3M | -18.1% | +9.7% | -27.8% | -23.2% |
| 6M | -27.4% | +16.7% | -44.0% | -34.6% |
| YTD | -24.8% | +28.7% | -53.5% | -36.4% |
| 1Y | -8.2% | +13.7% | -21.9% | -18.2% |
| All | -8.2% | +19.9% | -28.1% | -18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 1y: compounded portfolio wealth divided by compounded WSM 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…
1y analysis · Full analysis span regression · 6 months rolling