+328.7%
WM vs VFC
-44.8%
+373.5%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.5% | -0.2% |
| 7D | -0.5% | +7.7% | -8.1% | -1.3% |
| 30D | +13.3% | +39.2% | -25.9% | +9.0% |
| 3M | +4.4% | +40.3% | -35.9% | +0.3% |
| 6M | +10.8% | +11.4% | -0.5% | +8.8% |
| YTD | +9.1% | +17.5% | -8.5% | +5.8% |
| 1Y | +19.1% | +45.9% | -26.7% | +12.2% |
| 3Y | +45.7% | +47.3% | -1.7% | +27.4% |
| 5Y | +60.4% | -67.2% | +127.6% | +94.2% |
| 10Y | +328.7% | -46.1% | +374.8% | +355.0% |
| All | +328.7% | -44.8% | +373.5% | +355.0% |
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