-69.2%
VFC vs WSM
+165.0%
-234.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.5% | +1.5% | -0.6% |
| 7D | -1.4% | -3.2% | +1.8% | +0.2% |
| 30D | +24.6% | +4.6% | +20.0% | +21.7% |
| 3M | +38.4% | +2.4% | +36.0% | +36.6% |
| 6M | +15.3% | +43.7% | -28.4% | -4.7% |
| YTD | +12.7% | +42.1% | -29.4% | -6.0% |
| 1Y | +32.7% | +32.3% | +0.4% | +14.7% |
| 3Y | +43.7% | +253.0% | -209.3% | -21.9% |
| 5Y | -69.2% | +161.3% | -230.4% | -82.8% |
| All | -69.2% | +165.0% | -234.2% | -82.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling