-68.7%
VFC vs WWD
+479.8%
-548.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -1.9% |
| 7D | -2.3% | +0.6% | -3.0% | -2.7% |
| 30D | -13.4% | -5.1% | -8.3% | -11.1% |
| 3M | -23.7% | -11.2% | -12.5% | -19.2% |
| 6M | -24.5% | -12.0% | -12.4% | -20.2% |
| YTD | -27.8% | +12.0% | -39.8% | -33.4% |
| 1Y | -13.5% | +42.8% | -56.3% | -30.1% |
| 3Y | -27.1% | +168.9% | -196.1% | -58.2% |
| 5Y | -79.0% | +192.2% | -271.2% | -88.8% |
| 10Y | -68.7% | +495.3% | -564.0% | -88.1% |
| All | -68.7% | +479.8% | -548.5% | -88.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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