-22.4%
VFC vs WSM
+232.0%
-254.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.1% |
| 7D | -2.3% | +2.6% | -5.0% | -3.8% |
| 30D | -13.4% | -9.3% | -4.1% | -8.5% |
| 3M | -23.7% | +7.1% | -30.8% | -26.5% |
| 6M | -24.5% | +21.7% | -46.2% | -32.3% |
| YTD | -27.8% | +28.7% | -56.6% | -37.2% |
| 1Y | -13.5% | +13.9% | -27.3% | -19.9% |
| All | -22.4% | +232.0% | -254.4% | -51.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling