+411.1%
WDC vs VFC
-15.2%
+426.3%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.2% | +3.2% | +1.5% |
| 7D | +7.5% | -2.3% | +9.8% | +8.0% |
| 30D | +10.1% | -13.4% | +23.4% | +13.0% |
| 3M | -6.8% | -23.7% | +16.9% | -3.2% |
| 6M | +84.1% | -24.5% | +108.6% | +88.4% |
| YTD | +180.3% | -27.8% | +208.1% | +190.7% |
| 1Y | +411.1% | -13.5% | +424.5% | +420.2% |
| All | +411.1% | -15.2% | +426.3% | +420.2% |
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