+183.8%
CHW vs VT
+223.7%
-39.9%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.6% | -1.7% | -1.7% |
| 7D | +1.0% | +0.4% | +0.7% | +0.6% |
| 30D | -3.6% | -2.6% | -1.0% | -1.1% |
| 3M | -7.5% | -3.2% | -4.3% | -4.5% |
| 6M | -8.6% | +0.9% | -9.5% | -9.5% |
| YTD | +10.5% | +11.3% | -0.8% | -0.8% |
| 1Y | +12.3% | +14.0% | -1.7% | -1.5% |
| 3Y | +85.3% | +75.8% | +9.5% | +4.6% |
| 5Y | +14.6% | +57.8% | -43.3% | -27.8% |
| 10Y | +183.8% | +219.8% | -36.0% | -5.1% |
| All | +183.8% | +223.7% | -39.9% | -5.1% |
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