+13.1%
WPC vs VT
+53.2%
-40.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.1% | +4.0% | +1.7% |
| 7D | +0.6% | -4.2% | +4.8% | +2.5% |
| 30D | +2.0% | -5.8% | +7.8% | +4.7% |
| 3M | -8.2% | -5.2% | -3.0% | -6.1% |
| 6M | -8.3% | +0.1% | -8.4% | -8.9% |
| YTD | +5.7% | +8.2% | -2.5% | +0.7% |
| 1Y | +3.8% | +10.1% | -6.3% | -2.1% |
| 3Y | +40.9% | +69.7% | -28.8% | +2.8% |
| 5Y | +13.1% | +53.4% | -40.3% | -11.8% |
| All | +13.1% | +53.2% | -40.1% | -11.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling