+1,309.1%
WDC vs VFC
-69.4%
+1,378.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.2% | +3.2% | +1.8% |
| 7D | +7.5% | -2.3% | +9.8% | +8.4% |
| 30D | +10.1% | -13.4% | +23.4% | +15.5% |
| 3M | -6.8% | -23.7% | +16.9% | +0.5% |
| 6M | +84.1% | -24.5% | +108.6% | +97.8% |
| YTD | +180.3% | -27.8% | +208.1% | +205.1% |
| 1Y | +411.1% | -13.5% | +424.5% | +413.0% |
| 3Y | +1,375.0% | -27.1% | +1,402.1% | +1,233.2% |
| 5Y | +991.6% | -79.0% | +1,070.6% | +1,823.6% |
| 10Y | +1,309.1% | -68.7% | +1,377.8% | +2,181.8% |
| All | +1,309.1% | -69.4% | +1,378.5% | +2,181.8% |
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