+47.3%
VFC vs WWD
+157.3%
-110.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.9% | -2.3% | 0.0% |
| 7D | +7.7% | +4.2% | +3.5% | +5.2% |
| 30D | +39.2% | -0.8% | +40.0% | +39.2% |
| 3M | +40.3% | -8.2% | +48.5% | +46.0% |
| 6M | +11.4% | -9.8% | +21.2% | +16.4% |
| YTD | +17.5% | +10.4% | +7.1% | +7.2% |
| 1Y | +45.9% | +25.5% | +20.4% | +22.1% |
| 3Y | +47.3% | +155.8% | -108.5% | -11.0% |
| All | +47.3% | +157.3% | -110.0% | -11.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling