+125.7%
VMC vs WPM
+749.7%
-624.0%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | -1.3% | -3.6% | +2.3% | -0.9% |
| 30D | +15.5% | +1.4% | +14.0% | +15.2% |
| 3M | +0.6% | -0.2% | +0.8% | +0.3% |
| 6M | +2.1% | -7.3% | +9.4% | +2.2% |
| YTD | -1.6% | +12.3% | -13.9% | -3.3% |
| 1Y | -1.2% | +24.9% | -26.1% | -3.8% |
| 3Y | +35.3% | +210.4% | -175.0% | +22.1% |
| 5Y | +43.6% | +210.4% | -166.8% | +28.2% |
| All | +125.7% | +749.7% | -624.0% | +95.1% |
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 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