+30.6%
VCIT vs WPM
+556.6%
-526.1%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.1% | +4.4% | -0.4% |
| 7D | +0.1% | +16.4% | -16.3% | -0.7% |
| 30D | +1.1% | -1.5% | +2.6% | +1.1% |
| 3M | -1.4% | +2.6% | -3.9% | -1.7% |
| 6M | -2.3% | -1.3% | -1.0% | -2.6% |
| YTD | -1.8% | +16.8% | -18.6% | -3.3% |
| 1Y | -1.0% | +34.1% | -35.1% | -3.3% |
| 3Y | +19.3% | +225.1% | -205.9% | +9.9% |
| 5Y | +3.8% | +234.5% | -230.7% | -5.1% |
| 10Y | +30.6% | +674.1% | -643.5% | +13.2% |
| All | +30.6% | +556.6% | -526.1% | +13.2% |
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