+778.9%
VLO vs WPM
+752.0%
+26.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.8% | +5.9% | +3.2% |
| 7D | +6.8% | -0.5% | +7.3% | +6.8% |
| 30D | -17.9% | -3.1% | -14.7% | -17.7% |
| 3M | +13.5% | -2.2% | +15.7% | +13.6% |
| 6M | +53.0% | -7.4% | +60.4% | +53.4% |
| YTD | +133.7% | +12.6% | +121.1% | +130.7% |
| 1Y | +115.7% | +22.8% | +92.8% | +111.6% |
| 3Y | +231.9% | +213.6% | +18.3% | +202.9% |
| 5Y | +471.6% | +211.2% | +260.4% | +414.7% |
| All | +778.9% | +752.0% | +26.9% | +676.3% |
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