+1,142.3%
VST vs WPM
+659.5%
+482.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +1.9% |
| 7D | +10.9% | +3.1% | +7.8% | +10.4% |
| 30D | -15.6% | -1.8% | -13.8% | -15.5% |
| 3M | -7.8% | +1.0% | -8.8% | -8.3% |
| 6M | -12.0% | -5.4% | -6.5% | -11.9% |
| YTD | -16.9% | +15.9% | -32.8% | -20.1% |
| 1Y | -25.1% | +30.8% | -55.9% | -29.4% |
| 3Y | +297.1% | +222.6% | +74.4% | +229.1% |
| 5Y | +641.9% | +227.4% | +414.5% | +506.6% |
| 10Y | +1,142.3% | +757.8% | +384.5% | +864.6% |
| All | +1,142.3% | +659.5% | +482.8% | +864.6% |
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