+1,277.6%
VFC vs WSM
+38,954.9%
-37,677.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.5% | +1.8% | +2.9% |
| 7D | +1.6% | 0.0% | +1.6% | +1.6% |
| 30D | +25.5% | +5.1% | +20.4% | +24.1% |
| 3M | +41.3% | +5.1% | +36.2% | +39.8% |
| 6M | +22.2% | +48.6% | -26.4% | +11.7% |
| YTD | +16.4% | +44.2% | -27.8% | +7.4% |
| 1Y | +38.4% | +38.1% | +0.3% | +29.1% |
| 3Y | +56.2% | +257.2% | -201.0% | +19.1% |
| 5Y | -68.2% | +165.1% | -233.3% | -74.7% |
| 10Y | -48.4% | +1,123.6% | -1,171.9% | -71.1% |
| All | +1,277.6% | +38,954.9% | -37,677.3% | +317.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling