+1,329.2%
WDC vs VFC
-24.5%
+1,353.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +2.4% | +3.5% | +5.4% |
| 7D | +1.7% | -1.6% | +3.4% | +2.1% |
| 30D | -10.0% | -11.6% | +1.7% | -7.9% |
| 3M | -18.8% | -18.1% | -0.7% | -16.6% |
| 6M | +79.0% | -27.4% | +106.4% | +87.5% |
| YTD | +171.6% | -24.8% | +196.4% | +182.2% |
| 1Y | +417.4% | -8.2% | +425.6% | +415.6% |
| All | +1,329.2% | -24.5% | +1,353.7% | +1,361.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling