+739.4%
VFC vs WWD
+14,867.0%
-14,127.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.0% | -0.8% |
| 7D | +3.5% | +0.4% | +3.1% | +3.3% |
| 30D | +38.3% | -0.4% | +38.7% | +38.2% |
| 3M | +40.2% | -6.1% | +46.3% | +42.5% |
| 6M | +10.6% | -9.5% | +20.1% | +13.6% |
| YTD | +16.7% | +10.8% | +5.9% | +12.1% |
| 1Y | +45.0% | +23.5% | +21.5% | +34.5% |
| 3Y | +48.8% | +151.3% | -102.5% | +11.9% |
| 5Y | -67.6% | +187.8% | -255.4% | -76.8% |
| 10Y | -47.5% | +461.1% | -508.6% | -69.2% |
| All | +739.4% | +14,867.0% | -14,127.6% | +202.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling