+98.0%
VCIT vs WPM
+1,053.9%
-956.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.0% | 0.0% |
| 7D | -0.3% | +1.1% | -1.4% | -0.4% |
| 30D | -0.8% | +26.4% | -27.1% | -1.5% |
| 3M | -1.0% | +20.8% | -21.8% | -1.7% |
| 6M | -1.8% | +1.1% | -3.0% | -2.1% |
| YTD | -0.7% | +32.5% | -33.2% | -1.8% |
| 1Y | +1.0% | +51.5% | -50.5% | -0.6% |
| 3Y | +18.8% | +267.0% | -248.2% | +13.5% |
| 5Y | +3.5% | +250.1% | -246.6% | -1.4% |
| 10Y | +29.2% | +540.4% | -511.1% | +20.9% |
| All | +98.0% | +1,053.9% | -956.0% | +86.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling