-48.5%
VFC vs WWD
+468.3%
-516.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -1.2% |
| 7D | -1.4% | +3.7% | -5.1% | -3.4% |
| 30D | +30.7% | +1.8% | +28.9% | +29.0% |
| 3M | +40.6% | -5.0% | +45.6% | +43.6% |
| 6M | +16.5% | -8.4% | +24.9% | +20.6% |
| YTD | +16.2% | +12.3% | +3.9% | +6.6% |
| 1Y | +42.4% | +26.2% | +16.2% | +22.2% |
| 3Y | +48.1% | +154.6% | -106.5% | -12.7% |
| 5Y | -67.8% | +195.3% | -263.1% | -83.0% |
| 10Y | -48.5% | +466.3% | -514.7% | -79.8% |
| All | -48.5% | +468.3% | -516.8% | -79.8% |
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