+82.9%
CHW vs VT
+75.6%
+7.3%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.4% | +0.5% |
| 7D | +1.3% | -0.7% | +2.0% | +1.9% |
| 30D | -2.0% | -1.7% | -0.3% | -0.4% |
| 3M | -8.0% | -2.3% | -5.7% | -6.0% |
| 6M | -8.2% | +1.5% | -9.7% | -9.5% |
| YTD | +11.5% | +12.0% | -0.5% | +0.3% |
| 1Y | +11.7% | +12.9% | -1.2% | -0.2% |
| All | +82.9% | +75.6% | +7.3% | +11.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling