+337.6%
WELL vs VFC
-69.1%
+406.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.3% | +0.9% |
| 7D | -1.3% | +0.8% | -2.2% | -1.5% |
| 30D | +0.5% | -11.9% | +12.5% | +3.3% |
| 3M | +19.1% | -20.2% | +39.2% | +23.9% |
| 6M | +17.0% | -23.0% | +40.0% | +21.8% |
| YTD | +29.2% | -26.2% | +55.4% | +35.0% |
| 1Y | +42.1% | -13.3% | +55.5% | +41.1% |
| 3Y | +204.5% | -25.5% | +230.0% | +175.4% |
| 5Y | +211.0% | -78.1% | +289.1% | +355.9% |
| 10Y | +337.6% | -68.8% | +406.4% | +473.7% |
| All | +337.6% | -69.1% | +406.7% | +473.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling