+228.7%
VTV vs WPM
+558.4%
-329.7%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.1% | -1.4% | +0.5% |
| 7D | -1.1% | -0.6% | -0.5% | -1.1% |
| 30D | -1.0% | +14.4% | -15.4% | -2.3% |
| 3M | +4.6% | +37.0% | -32.3% | +1.6% |
| 6M | +13.5% | +4.1% | +9.4% | +12.5% |
| YTD | +18.5% | +31.7% | -13.2% | +14.8% |
| 1Y | +22.9% | +44.2% | -21.3% | +17.9% |
| 3Y | +67.8% | +265.5% | -197.6% | +47.5% |
| 5Y | +81.8% | +262.5% | -180.6% | +58.3% |
| All | +228.7% | +558.4% | -329.7% | +184.0% |
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