+1,112.0%
VST vs WPM
+566.7%
+545.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +2.9% | +7.6% | +10.1% |
| 7D | -9.8% | +16.9% | -26.7% | -12.4% |
| 30D | -25.1% | +2.0% | -27.1% | -25.5% |
| 3M | -11.6% | +8.9% | -20.5% | -13.2% |
| 6M | -20.9% | +1.6% | -22.5% | -21.7% |
| YTD | -22.3% | +16.5% | -38.8% | -25.2% |
| 1Y | -32.0% | +42.2% | -74.2% | -36.5% |
| 3Y | +262.4% | +213.3% | +49.1% | +205.3% |
| 5Y | +563.4% | +249.9% | +313.4% | +448.2% |
| All | +1,112.0% | +566.7% | +545.3% | +863.8% |
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