+1,237.8%
WPM vs VT
+374.2%
+863.6%
-83.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +25.5% |
| 3M | +20.8% | +2.4% | +18.5% | +19.1% |
| 6M | +1.1% | +12.0% | -10.9% | -7.1% |
| YTD | +32.5% | +15.3% | +17.1% | +19.2% |
| 1Y | +51.5% | +22.6% | +28.9% | +29.6% |
| 3Y | +267.0% | +74.7% | +192.3% | +130.8% |
| 5Y | +250.1% | +66.1% | +184.0% | +127.2% |
| 10Y | +540.4% | +225.0% | +315.4% | +107.8% |
| All | +1,237.8% | +374.2% | +863.6% | +92.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling