+1,855.0%
VRT vs WPM
+626.3%
+1,228.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -5.1% | +2.0% | -2.0% |
| 7D | -17.7% | +16.4% | -34.0% | -20.8% |
| 30D | -20.0% | -1.5% | -18.5% | -19.9% |
| 3M | -28.1% | +2.6% | -30.6% | -28.9% |
| 6M | -42.8% | -1.3% | -41.5% | -43.3% |
| YTD | +20.0% | +16.8% | +3.2% | +15.1% |
| 1Y | +3.5% | +34.1% | -30.6% | -3.3% |
| 3Y | +366.1% | +225.1% | +141.0% | +267.4% |
| 5Y | +632.2% | +234.5% | +397.7% | +457.3% |
| All | +1,855.0% | +626.3% | +1,228.7% | +1,350.3% |
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