-68.7%
VFC vs WU
-40.9%
-27.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -1.7% |
| 7D | -2.3% | -4.9% | +2.6% | +0.5% |
| 30D | -13.4% | -1.3% | -12.1% | -12.9% |
| 3M | -23.7% | -3.6% | -20.1% | -23.7% |
| 6M | -24.5% | -24.3% | -0.1% | -13.2% |
| YTD | -27.8% | -21.1% | -6.8% | -19.6% |
| 1Y | -13.5% | -10.3% | -3.1% | -12.2% |
| 3Y | -27.1% | -28.4% | +1.3% | -16.2% |
| 5Y | -79.0% | -51.2% | -27.8% | -70.6% |
| 10Y | -68.7% | -39.6% | -29.1% | -62.3% |
| All | -68.7% | -40.9% | -27.9% | -62.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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