+24.9%
WPM vs VCLT
-4.7%
+29.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.2% | +0.5% |
| 7D | -3.6% | -2.3% | -1.3% | +0.7% |
| 30D | +1.4% | +0.8% | +0.7% | +0.5% |
| 3M | -0.2% | -2.7% | +2.5% | +5.5% |
| 6M | -7.3% | -4.3% | -3.0% | +0.8% |
| YTD | +12.3% | -4.3% | +16.7% | +22.4% |
| 1Y | +24.9% | -4.4% | +29.3% | +36.0% |
| All | +24.9% | -4.7% | +29.6% | +36.0% |
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 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