-13.8%
VFC vs WY
-9.3%
-4.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.7% | +1.1% | -0.1% |
| 7D | -3.3% | -3.7% | +0.4% | -1.3% |
| 30D | -14.0% | -11.3% | -2.7% | -8.4% |
| 3M | -22.6% | -8.1% | -14.4% | -19.1% |
| 6M | -24.7% | -7.4% | -17.3% | -21.9% |
| YTD | -29.0% | -4.7% | -24.3% | -29.1% |
| 1Y | -13.8% | -9.2% | -4.6% | -9.6% |
| All | -13.8% | -9.3% | -4.5% | -9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 1y: compounded portfolio wealth divided by compounded WY 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…
1y analysis · Full analysis span regression · 6 months rolling