+1,216.9%
VST vs WPM
+634.6%
+582.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.1% | +4.6% | +3.7% |
| 7D | +8.9% | +1.1% | +7.8% | +8.7% |
| 30D | +6.2% | +26.4% | -20.1% | +2.0% |
| 3M | -2.7% | +20.8% | -23.6% | -6.2% |
| 6M | -8.4% | +1.1% | -9.5% | -9.5% |
| YTD | -7.2% | +32.5% | -39.7% | -12.3% |
| 1Y | -20.9% | +51.5% | -72.4% | -26.8% |
| 3Y | +384.0% | +267.0% | +117.0% | +299.3% |
| 5Y | +757.1% | +250.1% | +506.9% | +600.4% |
| All | +1,216.9% | +634.6% | +582.3% | +916.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling