+192.7%
VSH vs WPM
+558.4%
-365.7%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +2.1% | +4.1% | +5.8% |
| 7D | +4.8% | -0.6% | +5.3% | +4.9% |
| 30D | -0.7% | +14.4% | -15.1% | -3.3% |
| 3M | -43.1% | +37.0% | -80.0% | -46.3% |
| 6M | +91.8% | +4.1% | +87.7% | +88.4% |
| YTD | +131.6% | +31.7% | +99.9% | +119.0% |
| 1Y | +118.1% | +44.2% | +73.9% | +103.0% |
| 3Y | +40.9% | +265.5% | -224.6% | +11.9% |
| 5Y | +75.8% | +262.5% | -186.7% | +37.2% |
| All | +192.7% | +558.4% | -365.7% | +119.9% |
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