+695.1%
WDC vs VFC
-47.4%
+742.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -0.5% | +8.8% | +8.5% |
| 7D | -3.2% | -1.4% | -1.9% | -2.6% |
| 30D | -19.0% | +30.7% | -49.7% | -26.5% |
| 3M | -28.4% | +40.6% | -69.1% | -36.9% |
| 6M | -39.2% | +16.5% | -55.7% | -44.0% |
| YTD | +82.1% | +16.2% | +65.9% | +66.8% |
| 1Y | +84.7% | +42.4% | +42.2% | +56.2% |
| 3Y | +825.6% | +48.1% | +777.6% | +546.5% |
| 5Y | +608.2% | -67.8% | +676.0% | +985.5% |
| 10Y | +695.1% | -48.5% | +743.6% | +1,040.4% |
| All | +695.1% | -47.4% | +742.5% | +1,040.4% |
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