-67.6%
VFC vs WPM
+233.8%
-301.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.1% | +4.4% | +0.3% |
| 7D | +3.5% | +16.4% | -12.9% | +0.5% |
| 30D | +38.3% | -1.5% | +39.7% | +38.2% |
| 3M | +40.2% | +2.6% | +37.6% | +38.4% |
| 6M | +10.6% | -1.3% | +12.0% | +9.4% |
| YTD | +16.7% | +16.8% | 0.0% | +10.6% |
| 1Y | +45.0% | +34.1% | +10.9% | +34.0% |
| 3Y | +48.8% | +225.1% | -176.3% | +7.0% |
| 5Y | -67.6% | +234.5% | -302.1% | -77.1% |
| All | -67.6% | +233.8% | -301.4% | -77.1% |
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 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