-25.5%
VFC vs WU
-27.2%
+1.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.5% | +0.6% | -0.6% |
| 7D | +0.8% | -0.8% | +1.7% | +1.2% |
| 30D | -11.9% | -1.1% | -10.8% | -11.6% |
| 3M | -20.2% | -1.8% | -18.3% | -21.0% |
| 6M | -23.0% | -23.9% | +0.9% | -12.0% |
| YTD | -26.2% | -20.4% | -5.8% | -18.6% |
| 1Y | -13.3% | -10.6% | -2.8% | -13.0% |
| 3Y | -25.5% | -27.7% | +2.3% | -15.1% |
| All | -25.5% | -27.2% | +1.8% | -15.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling