-68.5%
VFC vs WPM
+558.4%
-626.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.1% | +2.3% | +4.1% |
| 7D | -1.4% | -0.6% | -0.8% | -1.3% |
| 30D | -9.0% | +14.4% | -23.4% | -10.6% |
| 3M | -24.2% | +37.0% | -61.2% | -27.3% |
| 6M | -18.5% | +4.1% | -22.6% | -19.5% |
| YTD | -25.9% | +31.7% | -57.6% | -28.9% |
| 1Y | -13.0% | +44.2% | -57.2% | -17.4% |
| 3Y | -20.3% | +265.5% | -285.8% | -32.6% |
| 5Y | -78.1% | +262.5% | -340.6% | -81.6% |
| All | -68.5% | +558.4% | -626.9% | -74.7% |
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