-24.1%
VFC vs WPM
+278.8%
-302.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.1% | +3.4% | +2.5% |
| 7D | -1.6% | +1.1% | -2.7% | -1.8% |
| 30D | -11.6% | +26.4% | -38.0% | -15.6% |
| 3M | -18.1% | +20.8% | -38.9% | -21.5% |
| 6M | -27.4% | +1.1% | -28.5% | -28.6% |
| YTD | -24.8% | +32.5% | -57.3% | -29.7% |
| 1Y | -8.2% | +51.5% | -59.7% | -16.2% |
| All | -24.1% | +278.8% | -302.8% | -50.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling