+279.2%
WPM vs VLTO
+56.1%
+223.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.8% | +4.8% | +5.5% |
| 7D | +20.8% | +2.0% | +18.8% | +20.7% |
| 30D | +3.8% | +21.8% | -18.0% | +2.3% |
| 3M | +7.4% | +20.2% | -12.8% | +5.9% |
| 6M | +4.0% | +36.3% | -32.4% | +1.4% |
| YTD | +23.0% | +18.8% | +4.2% | +21.6% |
| 1Y | +45.9% | +20.4% | +25.5% | +43.9% |
| 3Y | +242.9% | +71.9% | +171.0% | +239.0% |
| All | +279.2% | +56.1% | +223.1% | +268.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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