-63.3%
CWH vs VT
+214.8%
-278.1%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -4.1% | -1.8% | +1.3% |
| 7D | +1.8% | -4.2% | +6.0% | +9.9% |
| 30D | +12.6% | -5.8% | +18.4% | +25.3% |
| 3M | -21.4% | -5.2% | -16.2% | -13.3% |
| 6M | -30.9% | +0.1% | -31.0% | -30.2% |
| YTD | -47.6% | +8.2% | -55.8% | -53.0% |
| 1Y | -58.7% | +10.1% | -68.8% | -64.1% |
| 3Y | -71.6% | +69.7% | -141.3% | -87.6% |
| 5Y | -84.5% | +53.4% | -137.9% | -91.8% |
| All | -63.3% | +214.8% | -278.1% | -91.7% |
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