+56.2%
VFC vs WY
-23.6%
+79.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.7% | +1.5% | +1.7% |
| 7D | +1.6% | -0.8% | +2.4% | +2.4% |
| 30D | +25.5% | +10.1% | +15.4% | +14.7% |
| 3M | +41.3% | -15.4% | +56.7% | +63.1% |
| 6M | +22.2% | -8.3% | +30.5% | +29.1% |
| YTD | +16.4% | -9.8% | +26.2% | +22.2% |
| 1Y | +38.4% | -3.9% | +42.3% | +35.0% |
| 3Y | +56.2% | -23.3% | +79.5% | +84.9% |
| All | +56.2% | -23.6% | +79.8% | +84.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling