+1,205.2%
VST vs WPM
+553.6%
+651.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +5.6% | +1.7% | +6.4% |
| 7D | -0.5% | +20.8% | -21.3% | -3.8% |
| 30D | -17.1% | +3.8% | -20.9% | -17.7% |
| 3M | -4.6% | +7.4% | -12.0% | -6.0% |
| 6M | -9.1% | +4.0% | -13.0% | -10.3% |
| YTD | -16.6% | +23.0% | -39.6% | -20.4% |
| 1Y | -29.5% | +45.9% | -75.4% | -34.4% |
| 3Y | +297.5% | +242.9% | +54.6% | +231.0% |
| 5Y | +654.5% | +259.5% | +395.0% | +519.1% |
| 10Y | +1,205.2% | +577.7% | +627.5% | +926.1% |
| All | +1,205.2% | +553.6% | +651.7% | +926.1% |
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