+84.7%
WDC vs VFC
+43.0%
+41.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -0.5% | +8.8% | +8.4% |
| 7D | -3.2% | -1.4% | -1.9% | -3.0% |
| 30D | -19.0% | +30.7% | -49.7% | -22.0% |
| 3M | -28.4% | +40.6% | -69.1% | -32.0% |
| 6M | -39.2% | +16.5% | -55.7% | -40.7% |
| YTD | +82.1% | +16.2% | +65.9% | +72.6% |
| 1Y | +84.7% | +42.4% | +42.2% | +73.3% |
| All | +84.7% | +43.0% | +41.6% | +73.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling