+772.0%
WDC vs VFC
+42.8%
+729.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +2.6% | +7.3% | +9.4% |
| 7D | -14.4% | +7.7% | -22.1% | -15.5% |
| 30D | -27.1% | +39.2% | -66.3% | -31.7% |
| 3M | -33.3% | +40.3% | -73.5% | -37.7% |
| 6M | -39.6% | +11.4% | -51.0% | -41.6% |
| YTD | +68.4% | +17.5% | +50.9% | +60.4% |
| 1Y | +78.2% | +45.9% | +32.3% | +62.2% |
| 3Y | +772.0% | +47.3% | +724.7% | +713.4% |
| All | +772.0% | +42.8% | +729.2% | +713.4% |
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 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