+103.0%
WPC vs VT
+215.5%
-112.5%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | +1.5% | -2.3% | +3.8% | +3.2% |
| 30D | +3.7% | -5.0% | +8.7% | +7.6% |
| 3M | -8.1% | -4.9% | -3.3% | -4.8% |
| 6M | -9.5% | -1.5% | -7.9% | -9.2% |
| YTD | +5.3% | +8.5% | -3.2% | -2.7% |
| 1Y | +3.8% | +11.4% | -7.6% | -6.3% |
| 3Y | +42.3% | +70.1% | -27.8% | -12.0% |
| 5Y | +12.6% | +53.7% | -41.1% | -24.3% |
| All | +103.0% | +215.5% | -112.5% | -30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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