+17,845.4%
WDC vs VFC
+845.1%
+17,000.3%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +2.4% | +3.5% | +4.9% |
| 7D | +1.7% | -1.6% | +3.4% | +2.4% |
| 30D | -10.0% | -11.6% | +1.7% | -5.4% |
| 3M | -18.8% | -18.1% | -0.7% | -14.0% |
| 6M | +79.0% | -27.4% | +106.4% | +97.6% |
| YTD | +171.6% | -24.8% | +196.4% | +194.3% |
| 1Y | +417.4% | -8.2% | +425.6% | +407.6% |
| 3Y | +1,251.8% | -29.1% | +1,280.9% | +1,119.7% |
| 5Y | +911.7% | -79.2% | +990.9% | +1,476.9% |
| 10Y | +1,399.6% | -68.1% | +1,467.7% | +1,757.9% |
| All | +17,845.4% | +845.1% | +17,000.3% | +4,685.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling