-78.5%
VFC vs WPM
+257.6%
-336.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -1.9% | -1.9% |
| 7D | +0.8% | +7.0% | -6.2% | -0.5% |
| 30D | -11.9% | +15.7% | -27.7% | -14.6% |
| 3M | -20.2% | +35.2% | -55.4% | -25.2% |
| 6M | -23.0% | +6.1% | -29.1% | -24.8% |
| YTD | -26.2% | +32.6% | -58.8% | -31.4% |
| 1Y | -13.3% | +46.9% | -60.2% | -21.2% |
| 3Y | -25.5% | +276.3% | -301.8% | -47.2% |
| All | -78.5% | +257.6% | -336.1% | -86.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling