+9.2%
WBD vs VFC
-64.6%
+73.7%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +205.5% | +2.4% | +203.2% | +204.3% |
| 7D | +205.5% | +2.4% | +203.2% | +204.3% |
| 30D | +205.5% | +2.4% | +203.2% | +204.3% |
| 3M | +205.5% | +2.4% | +203.2% | +204.3% |
| 6M | +205.5% | +2.4% | +203.2% | +204.3% |
| YTD | +205.5% | +2.4% | +203.2% | +204.3% |
| 1Y | +205.5% | +2.4% | +203.2% | +204.3% |
| 3Y | +206.7% | -7.9% | +214.7% | +214.8% |
| 5Y | +18.4% | -75.0% | +93.4% | +119.0% |
| All | +9.2% | -64.6% | +73.7% | +75.7% |
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