+1,892.5%
WPM vs VEU
+192.1%
+1,700.4%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.5% |
| 7D | +1.1% | +1.1% | -0.1% | +0.1% |
| 30D | +26.4% | +2.2% | +24.2% | +24.2% |
| 3M | +20.8% | +3.0% | +17.8% | +18.5% |
| 6M | +1.1% | +10.9% | -9.7% | -6.4% |
| YTD | +32.5% | +18.2% | +14.3% | +16.4% |
| 1Y | +51.5% | +28.3% | +23.2% | +24.2% |
| 3Y | +267.0% | +74.6% | +192.4% | +129.6% |
| 5Y | +250.1% | +56.4% | +193.8% | +140.1% |
| 10Y | +540.4% | +153.0% | +387.3% | +167.6% |
| All | +1,892.5% | +192.1% | +1,700.4% | +630.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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