+773.2%
VFC vs WSM
+34,818.5%
-34,045.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.0% | -1.9% |
| 7D | +0.8% | +2.6% | -1.7% | +0.3% |
| 30D | -11.9% | -9.5% | -2.4% | -9.9% |
| 3M | -20.2% | +12.9% | -33.0% | -22.2% |
| 6M | -23.0% | +23.0% | -46.0% | -26.4% |
| YTD | -26.2% | +28.9% | -55.1% | -30.2% |
| 1Y | -13.3% | +13.7% | -27.0% | -15.7% |
| 3Y | -25.5% | +232.6% | -258.1% | -42.4% |
| 5Y | -78.1% | +185.9% | -264.0% | -82.8% |
| 10Y | -68.8% | +998.6% | -1,067.4% | -82.1% |
| All | +773.2% | +34,818.5% | -34,045.3% | +171.0% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling