-48.6%
VFC vs WWD
+439.4%
-488.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.6% | +3.9% | +3.6% |
| 7D | +1.6% | +4.0% | -2.3% | -0.4% |
| 30D | +25.5% | +0.4% | +25.1% | +24.8% |
| 3M | +41.3% | -7.9% | +49.2% | +46.7% |
| 6M | +22.2% | -10.6% | +32.9% | +28.2% |
| YTD | +16.4% | +9.4% | +7.0% | +8.2% |
| 1Y | +38.4% | +25.7% | +12.7% | +18.9% |
| 3Y | +56.2% | +148.5% | -92.3% | -6.7% |
| 5Y | -68.2% | +189.5% | -257.7% | -83.0% |
| All | -48.6% | +439.4% | -488.0% | -79.5% |
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