+416.5%
VMC vs WPM
+5,967.5%
-5,551.0%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +1.1% |
| 7D | -4.3% | +1.1% | -5.4% | -4.5% |
| 30D | -8.2% | +26.4% | -34.6% | -11.5% |
| 3M | -7.0% | +20.8% | -27.9% | -10.0% |
| 6M | -10.8% | +1.1% | -11.9% | -11.6% |
| YTD | -7.4% | +32.5% | -39.8% | -12.1% |
| 1Y | -9.5% | +51.5% | -61.0% | -16.1% |
| 3Y | +20.5% | +267.0% | -246.6% | -3.0% |
| 5Y | +51.6% | +250.1% | -198.6% | +21.2% |
| 10Y | +150.0% | +540.4% | -390.3% | +72.6% |
| All | +416.5% | +5,967.5% | -5,551.0% | +97.4% |
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