+77.4%
VFC vs WPM
+5,967.5%
-5,890.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.1% | +3.4% | +2.5% |
| 7D | -1.6% | +1.1% | -2.7% | -1.7% |
| 30D | -11.6% | +26.4% | -38.0% | -13.8% |
| 3M | -18.1% | +20.8% | -38.9% | -19.9% |
| 6M | -27.4% | +1.1% | -28.5% | -27.8% |
| YTD | -24.8% | +32.5% | -57.3% | -27.3% |
| 1Y | -8.2% | +51.5% | -59.7% | -12.5% |
| 3Y | -29.1% | +267.0% | -296.1% | -38.3% |
| 5Y | -79.2% | +250.1% | -329.3% | -81.9% |
| 10Y | -68.1% | +540.4% | -608.5% | -74.4% |
| All | +77.4% | +5,967.5% | -5,890.1% | +16.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling