+234.8%
WAT vs VFC
-44.8%
+279.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.6% | +1.6% | +3.5% |
| 7D | +6.0% | +7.7% | -1.6% | +4.1% |
| 30D | +9.9% | +39.2% | -29.3% | +0.9% |
| 3M | +17.2% | +40.3% | -23.1% | +7.1% |
| 6M | +34.2% | +11.4% | +22.9% | +28.9% |
| YTD | +25.5% | +17.5% | +8.0% | +18.2% |
| 1Y | +28.3% | +45.9% | -17.6% | +13.9% |
| 3Y | +88.4% | +47.3% | +41.0% | +50.7% |
| 5Y | +36.1% | -67.2% | +103.3% | +69.3% |
| 10Y | +234.8% | -46.1% | +280.9% | +280.5% |
| All | +234.8% | -44.8% | +279.6% | +280.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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