+577.7%
WPM vs VT
+223.7%
+354.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.6% | +3.0% | +4.0% |
| 7D | +20.8% | +0.4% | +20.4% | +20.6% |
| 30D | +3.8% | -2.6% | +6.4% | +5.7% |
| 3M | +7.4% | -3.2% | +10.6% | +10.0% |
| 6M | +4.0% | +0.9% | +3.0% | +4.3% |
| YTD | +23.0% | +11.3% | +11.7% | +17.6% |
| 1Y | +45.9% | +14.0% | +31.9% | +38.0% |
| 3Y | +242.9% | +75.8% | +167.1% | +159.5% |
| 5Y | +259.5% | +57.8% | +201.7% | +180.9% |
| 10Y | +577.7% | +219.8% | +357.9% | +188.7% |
| All | +577.7% | +223.7% | +354.0% | +188.7% |
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