+40.0%
WPM vs VCLT
-3.2%
+43.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +1.0% | +11.0% | +10.2% |
| 7D | +3.9% | +0.4% | +3.5% | +3.2% |
| 30D | -3.5% | +3.9% | -7.4% | -9.9% |
| 3M | +14.1% | -1.9% | +16.0% | +18.3% |
| 6M | +6.2% | -2.6% | +8.9% | +12.0% |
| YTD | +12.4% | -3.1% | +15.5% | +19.2% |
| 1Y | +40.0% | -3.6% | +43.5% | +48.9% |
| All | +40.0% | -3.2% | +43.2% | +48.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 1y: compounded portfolio wealth divided by compounded VCLT 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…
1y analysis · Full analysis span regression · 6 months rolling