+143.6%
VMC vs WPM
+545.0%
-401.4%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.7% | +4.0% | +0.6% |
| 7D | -3.7% | -3.6% | -0.1% | -3.4% |
| 30D | -12.8% | +12.5% | -25.2% | -13.8% |
| 3M | -7.9% | +40.6% | -48.5% | -10.8% |
| 6M | -7.5% | +0.5% | -8.1% | -8.1% |
| YTD | -11.6% | +29.0% | -40.7% | -14.0% |
| 1Y | -14.3% | +43.8% | -58.1% | -17.4% |
| 3Y | +18.5% | +266.3% | -247.8% | +6.0% |
| 5Y | +46.8% | +255.1% | -208.4% | +30.3% |
| All | +143.6% | +545.0% | -401.4% | +115.8% |
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