-48.6%
VFC vs WPM
+749.7%
-798.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.3% | +3.5% | +3.3% |
| 7D | +1.6% | -3.6% | +5.2% | +2.1% |
| 30D | +25.5% | +1.4% | +24.0% | +25.0% |
| 3M | +41.3% | -0.2% | +41.5% | +40.7% |
| 6M | +22.2% | -7.3% | +29.5% | +22.4% |
| YTD | +16.4% | +12.3% | +4.1% | +13.3% |
| 1Y | +38.4% | +24.9% | +13.5% | +33.1% |
| 3Y | +56.2% | +210.4% | -154.1% | +32.4% |
| 5Y | -68.2% | +210.4% | -278.5% | -73.3% |
| All | -48.6% | +749.7% | -798.3% | -59.8% |
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