+911.8%
VLO vs WPM
+545.0%
+366.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.7% | +2.8% | -0.8% |
| 7D | +4.0% | -3.6% | +7.6% | +4.1% |
| 30D | +19.0% | +12.5% | +6.5% | +18.5% |
| 3M | +50.0% | +40.6% | +9.4% | +47.9% |
| 6M | +79.1% | +0.5% | +78.6% | +79.1% |
| YTD | +140.3% | +29.0% | +111.2% | +136.2% |
| 1Y | +148.3% | +43.8% | +104.5% | +142.2% |
| 3Y | +194.6% | +266.3% | -71.6% | +168.4% |
| 5Y | +609.6% | +255.1% | +354.5% | +539.6% |
| All | +911.8% | +545.0% | +366.8% | +793.0% |
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 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