+219.8%
VT vs WPM
+553.6%
-333.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.6% | -3.0% | +1.8% |
| 7D | +0.4% | +20.8% | -20.4% | -2.3% |
| 30D | -2.6% | +3.8% | -6.4% | -3.3% |
| 3M | -3.2% | +7.4% | -10.6% | -4.6% |
| 6M | +0.9% | +4.0% | -3.0% | -0.4% |
| YTD | +11.3% | +23.0% | -11.7% | +6.8% |
| 1Y | +14.0% | +45.9% | -31.9% | +6.9% |
| 3Y | +75.8% | +242.9% | -167.1% | +45.8% |
| 5Y | +57.8% | +259.5% | -201.7% | +28.5% |
| 10Y | +219.8% | +577.7% | -357.9% | +147.6% |
| All | +219.8% | +553.6% | -333.8% | +147.6% |
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