+508.6%
WPM vs VT
+224.5%
+284.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.0% | -1.0% |
| 7D | +1.1% | +0.4% | +0.6% | +0.8% |
| 30D | +26.4% | +1.0% | +25.4% | +25.7% |
| 3M | +20.8% | +2.4% | +18.5% | +19.6% |
| 6M | +1.1% | +12.0% | -10.9% | -4.6% |
| YTD | +32.5% | +15.3% | +17.1% | +23.4% |
| 1Y | +51.5% | +22.6% | +28.9% | +36.7% |
| 3Y | +267.0% | +74.7% | +192.3% | +174.5% |
| 5Y | +250.1% | +66.1% | +184.0% | +163.7% |
| All | +508.6% | +224.5% | +284.2% | +180.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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