-63.1%
CWH vs VT
+220.2%
-283.3%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +1.7% | +11.0% | +9.7% |
| 7D | +18.3% | -0.3% | +18.6% | +19.2% |
| 30D | +19.1% | -1.4% | +20.6% | +22.4% |
| 3M | -17.1% | -1.4% | -15.7% | -14.8% |
| 6M | -27.1% | +5.5% | -32.5% | -32.7% |
| YTD | -44.3% | +12.8% | -57.1% | -53.6% |
| 1Y | -54.4% | +15.4% | -69.8% | -63.4% |
| 3Y | -69.9% | +76.9% | -146.7% | -87.7% |
| 5Y | -84.1% | +60.4% | -144.5% | -92.2% |
| 10Y | -62.3% | +232.8% | -295.1% | -92.4% |
| All | -63.1% | +220.2% | -283.3% | -92.0% |
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 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