+91.5%
WPC vs VT
+224.5%
-133.0%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -0.2% | +0.4% | -0.6% | -0.5% |
| 30D | -2.5% | +1.0% | -3.5% | -3.2% |
| 3M | -3.6% | +2.4% | -6.0% | -5.8% |
| 6M | -1.0% | +12.0% | -13.0% | -10.1% |
| YTD | +12.3% | +15.3% | -3.0% | -0.8% |
| 1Y | +11.1% | +22.6% | -11.5% | -6.8% |
| 3Y | +31.4% | +74.7% | -43.2% | -19.8% |
| 5Y | +20.8% | +66.1% | -45.3% | -23.8% |
| All | +91.5% | +224.5% | -133.0% | -38.8% |
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