+525.4%
WPM vs VTEB
+17.9%
+507.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.4% | +1.7% | +1.6% |
| 7D | -0.6% | -0.9% | +0.4% | +0.7% |
| 30D | +14.4% | -2.5% | +16.9% | +18.6% |
| 3M | +37.0% | -3.0% | +39.9% | +42.9% |
| 6M | +4.1% | -2.1% | +6.2% | +7.7% |
| YTD | +31.7% | -1.5% | +33.2% | +35.2% |
| 1Y | +44.2% | +0.2% | +44.0% | +44.8% |
| 3Y | +265.5% | +8.6% | +256.9% | +231.2% |
| 5Y | +262.5% | +1.2% | +261.3% | +255.4% |
| All | +525.4% | +17.9% | +507.5% | +368.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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