+105.9%
VFC vs WU
-22.0%
+127.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.0% | +2.5% | +0.9% |
| 7D | -1.4% | +2.1% | -3.5% | -2.6% |
| 30D | +30.7% | +10.1% | +20.6% | +24.9% |
| 3M | +40.6% | -1.1% | +41.8% | +40.6% |
| 6M | +16.5% | -19.8% | +36.3% | +26.1% |
| YTD | +16.2% | -20.8% | +36.9% | +25.8% |
| 1Y | +42.4% | -15.1% | +57.6% | +49.5% |
| 3Y | +48.1% | -23.2% | +71.3% | +61.7% |
| 5Y | -67.8% | -42.6% | -25.2% | -60.8% |
| 10Y | -48.5% | -38.9% | -9.6% | -39.1% |
| All | +105.9% | -22.0% | +127.8% | +93.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling