+240.0%
WPM vs VT
+53.2%
+186.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.1% | +4.8% | +4.5% |
| 7D | +7.5% | -4.2% | +11.6% | +11.8% |
| 30D | -3.8% | -5.8% | +2.0% | +1.9% |
| 3M | +8.0% | -5.2% | +13.2% | +14.0% |
| 6M | +6.1% | +0.1% | +5.9% | +7.6% |
| YTD | +13.2% | +8.2% | +5.0% | +8.7% |
| 1Y | +37.9% | +10.1% | +27.7% | +30.9% |
| 3Y | +201.7% | +69.7% | +132.1% | +106.6% |
| 5Y | +240.0% | +53.4% | +186.7% | +133.8% |
| All | +240.0% | +53.2% | +186.8% | +133.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling