+296.7%
CHW vs VT
+346.0%
-49.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.2% | +2.6% | +2.6% |
| 7D | -1.3% | -2.3% | +1.0% | +0.8% |
| 30D | -5.2% | -5.0% | -0.2% | -0.7% |
| 3M | -7.7% | -4.9% | -2.8% | -3.3% |
| 6M | -8.9% | -1.5% | -7.4% | -7.6% |
| YTD | +9.5% | +8.5% | +1.0% | +1.6% |
| 1Y | +10.7% | +11.4% | -0.7% | +0.3% |
| 3Y | +80.3% | +70.1% | +10.2% | +10.3% |
| 5Y | +15.3% | +53.7% | -38.5% | -22.7% |
| 10Y | +186.1% | +220.0% | -33.9% | +0.5% |
| All | +296.7% | +346.0% | -49.3% | +6.9% |
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