+449.0%
VMC vs WPM
+5,046.3%
-4,597.3%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | -1.3% | -3.6% | +2.3% | -0.8% |
| 30D | +15.5% | +1.4% | +14.0% | +15.0% |
| 3M | +0.6% | -0.2% | +0.8% | +0.2% |
| 6M | +2.1% | -7.3% | +9.4% | +2.4% |
| YTD | -1.6% | +12.3% | -13.9% | -4.6% |
| 1Y | -1.2% | +24.9% | -26.1% | -5.8% |
| 3Y | +35.3% | +210.4% | -175.0% | +11.4% |
| 5Y | +43.6% | +210.4% | -166.8% | +16.6% |
| 10Y | +126.7% | +731.7% | -604.9% | +50.0% |
| All | +449.0% | +5,046.3% | -4,597.3% | +114.3% |
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 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