+525.4%
WPM vs VCLT
+17.1%
+508.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.0% | +2.1% |
| 7D | -0.6% | -1.4% | +0.8% | +0.4% |
| 30D | +14.4% | -1.2% | +15.6% | +15.5% |
| 3M | +37.0% | -4.8% | +41.8% | +41.7% |
| 6M | +4.1% | -2.6% | +6.7% | +6.5% |
| YTD | +31.7% | -3.3% | +35.1% | +35.3% |
| 1Y | +44.2% | -4.8% | +49.0% | +49.5% |
| 3Y | +265.5% | +11.5% | +254.0% | +239.6% |
| 5Y | +262.5% | -17.0% | +279.5% | +302.5% |
| All | +525.4% | +17.1% | +508.3% | +357.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling