-67.0%
CWH vs VT
+215.5%
-282.5%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.0% | +0.2% | -10.2% | -10.4% |
| 7D | -8.2% | -2.3% | -5.9% | -4.1% |
| 30D | +1.5% | -5.0% | +6.5% | +11.2% |
| 3M | -26.3% | -4.9% | -21.4% | -19.3% |
| 6M | -41.8% | -1.5% | -40.3% | -39.6% |
| YTD | -52.8% | +8.5% | -61.3% | -57.9% |
| 1Y | -61.0% | +11.4% | -72.3% | -66.8% |
| 3Y | -74.3% | +70.1% | -144.4% | -88.8% |
| 5Y | -86.1% | +53.7% | -139.8% | -92.6% |
| All | -67.0% | +215.5% | -282.5% | -92.5% |
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