+992.6%
WDC vs VFC
-78.3%
+1,070.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.9% | +4.0% | +2.6% |
| 7D | +6.0% | +0.8% | +5.2% | +5.8% |
| 30D | +9.9% | -11.9% | +21.9% | +13.5% |
| 3M | -9.4% | -20.2% | +10.8% | -5.3% |
| 6M | +94.7% | -23.0% | +117.7% | +104.5% |
| YTD | +177.4% | -26.2% | +203.6% | +194.2% |
| 1Y | +412.6% | -13.3% | +425.9% | +415.5% |
| 3Y | +1,359.8% | -25.5% | +1,385.2% | +1,303.0% |
| 5Y | +992.6% | -78.1% | +1,070.7% | +2,037.4% |
| All | +992.6% | -78.3% | +1,070.9% | +2,037.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling