+789.7%
VFC vs WSM
+34,755.7%
-33,966.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.1% | +0.3% | +1.9% |
| 7D | -1.6% | -3.3% | +1.7% | -0.8% |
| 30D | -11.6% | -8.4% | -3.2% | -9.8% |
| 3M | -18.1% | +9.7% | -27.8% | -19.7% |
| 6M | -27.4% | +16.7% | -44.0% | -29.7% |
| YTD | -24.8% | +28.7% | -53.5% | -28.8% |
| 1Y | -8.2% | +13.7% | -21.9% | -10.7% |
| 3Y | -29.1% | +230.1% | -259.2% | -45.1% |
| 5Y | -79.2% | +179.0% | -258.1% | -83.6% |
| 10Y | -68.1% | +1,002.5% | -1,070.6% | -81.7% |
| All | +789.7% | +34,755.7% | -33,966.0% | +176.3% |
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