-69.9%
VFC vs WSM
+1,058.9%
-1,128.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.1% | -0.9% |
| 7D | -3.3% | +0.4% | -3.7% | -3.4% |
| 30D | -14.0% | -10.7% | -3.3% | -10.0% |
| 3M | -22.6% | +8.5% | -31.0% | -24.9% |
| 6M | -24.7% | +19.6% | -44.3% | -29.8% |
| YTD | -29.0% | +26.6% | -55.6% | -35.2% |
| 1Y | -13.8% | +12.0% | -25.7% | -17.6% |
| 3Y | -28.2% | +226.6% | -254.9% | -53.6% |
| 5Y | -79.0% | +174.1% | -253.1% | -86.2% |
| All | -69.9% | +1,058.9% | -1,128.7% | -88.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling