+33.2%
VFC vs WU
-19.6%
+52.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.3% | +2.8% |
| 7D | -1.6% | -0.8% | -0.8% | -1.3% |
| 30D | -11.6% | -1.1% | -10.5% | -11.3% |
| 3M | -18.1% | -3.9% | -14.2% | -17.8% |
| 6M | -27.4% | -20.7% | -6.7% | -20.8% |
| YTD | -24.8% | -18.4% | -6.5% | -19.3% |
| 1Y | -8.2% | -8.1% | -0.1% | -7.6% |
| 3Y | -29.1% | -24.2% | -5.0% | -22.3% |
| 5Y | -79.2% | -50.4% | -28.7% | -73.0% |
| 10Y | -68.1% | -40.0% | -28.1% | -62.1% |
| All | +33.2% | -19.6% | +52.8% | +24.2% |
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