+79.0%
WDC vs VFC
-28.1%
+107.2%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +2.4% | +3.5% | +5.6% |
| 7D | +1.7% | -1.6% | +3.4% | +1.9% |
| 30D | -10.0% | -11.6% | +1.7% | -8.6% |
| 3M | -18.8% | -18.1% | -0.7% | -18.6% |
| 6M | +79.0% | -27.4% | +106.4% | +79.5% |
| All | +79.0% | -28.1% | +107.2% | +79.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling