-52.6%
CWH vs VT
+227.3%
-280.0%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | 0.0% | +3.6% | +3.6% |
| 7D | +6.6% | +0.4% | +6.1% | +5.7% |
| 30D | +7.2% | +1.0% | +6.3% | +5.5% |
| 3M | -0.7% | +2.4% | -3.1% | -4.1% |
| 6M | -9.0% | +12.0% | -21.0% | -23.8% |
| YTD | -28.5% | +15.3% | -43.8% | -42.8% |
| 1Y | -59.8% | +22.6% | -82.3% | -70.9% |
| 3Y | -70.6% | +74.7% | -145.3% | -87.8% |
| 5Y | -78.2% | +66.1% | -144.3% | -89.9% |
| All | -52.6% | +227.3% | -280.0% | -90.1% |
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