+255.1%
WPM vs VCLT
-17.3%
+272.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.2% | -2.5% | -2.8% |
| 7D | -3.6% | -1.3% | -2.3% | -2.7% |
| 30D | +12.5% | -1.1% | +13.6% | +13.5% |
| 3M | +40.6% | -3.7% | +44.3% | +44.7% |
| 6M | +0.5% | -4.0% | +4.6% | +4.0% |
| YTD | +29.0% | -3.4% | +32.4% | +32.8% |
| 1Y | +43.8% | -4.1% | +47.9% | +48.7% |
| 3Y | +266.3% | +11.0% | +255.3% | +240.2% |
| 5Y | +255.1% | -17.0% | +272.1% | +261.9% |
| All | +255.1% | -17.3% | +272.4% | +261.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling