+642.9%
WDC vs VFC
-48.6%
+691.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +3.2% | -8.2% | -6.1% |
| 7D | +12.1% | +1.6% | +10.5% | +11.4% |
| 30D | -18.8% | +25.5% | -44.3% | -25.2% |
| 3M | -39.3% | +41.3% | -80.6% | -46.7% |
| 6M | -40.1% | +22.2% | -62.3% | -45.8% |
| YTD | +71.8% | +16.4% | +55.4% | +57.2% |
| 1Y | +88.5% | +38.4% | +50.1% | +61.0% |
| 3Y | +770.0% | +56.2% | +713.8% | +491.9% |
| 5Y | +549.0% | -68.2% | +617.2% | +900.4% |
| All | +642.9% | -48.6% | +691.5% | +963.3% |
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 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