+1,057.5%
WPM vs VCLT
+103.4%
+954.1%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | +1.1% | -0.5% | +1.6% | +1.4% |
| 30D | +26.4% | -0.9% | +27.2% | +27.0% |
| 3M | +20.8% | -3.2% | +24.1% | +23.2% |
| 6M | +1.1% | -3.8% | +4.9% | +3.7% |
| YTD | +32.5% | -2.0% | +34.5% | +34.4% |
| 1Y | +51.5% | -0.8% | +52.3% | +52.7% |
| 3Y | +267.0% | +12.3% | +254.7% | +244.6% |
| 5Y | +250.1% | -15.4% | +265.5% | +275.2% |
| 10Y | +540.4% | +15.7% | +524.6% | +490.2% |
| All | +1,057.5% | +103.4% | +954.1% | +1,034.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling