-99.8%
GWH vs VT
+92.9%
-192.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | -2.3% | +0.4% | -2.7% | -3.1% |
| 30D | -53.1% | +1.0% | -54.1% | -53.8% |
| 3M | -66.1% | +2.4% | -68.5% | -67.2% |
| 6M | -76.3% | +12.0% | -88.3% | -80.5% |
| YTD | -81.8% | +15.3% | -97.1% | -85.7% |
| 1Y | -73.3% | +22.6% | -95.9% | -81.4% |
| 3Y | -98.5% | +74.7% | -173.2% | -99.4% |
| 5Y | -99.8% | +66.1% | -165.9% | -99.9% |
| All | -99.8% | +92.9% | -192.6% | -99.9% |
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