+30.9%
VCIT vs WPM
+659.5%
-628.5%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.1% |
| 7D | -0.5% | +3.1% | -3.6% | -0.7% |
| 30D | +1.0% | -1.8% | +2.9% | +1.0% |
| 3M | -1.4% | +1.0% | -2.4% | -1.6% |
| 6M | -2.1% | -5.4% | +3.4% | -2.1% |
| YTD | -1.8% | +15.9% | -17.7% | -3.2% |
| 1Y | -1.4% | +30.8% | -32.2% | -3.5% |
| 3Y | +19.3% | +222.6% | -203.4% | +9.9% |
| 5Y | +4.1% | +227.4% | -223.2% | -4.7% |
| 10Y | +30.9% | +757.8% | -726.9% | +12.7% |
| All | +30.9% | +659.5% | -628.5% | +12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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