+4.2%
WBD vs VFC
-78.7%
+82.9%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | 0.0% |
| 7D | -1.7% | -2.3% | +0.7% | -0.9% |
| 30D | +3.9% | -13.4% | +17.2% | +9.1% |
| 3M | +5.1% | -23.7% | +28.8% | +13.8% |
| 6M | +0.6% | -24.5% | +25.0% | +7.9% |
| YTD | -3.2% | -27.8% | +24.7% | +4.6% |
| 1Y | +127.7% | -13.5% | +141.1% | +124.5% |
| 3Y | +146.6% | -27.1% | +173.7% | +123.7% |
| 5Y | +4.2% | -79.0% | +83.2% | +98.3% |
| All | +4.2% | -78.7% | +82.9% | +98.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling