-88.3%
SPWH vs VT
+214.8%
-303.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -4.1% | -1.1% | -1.0% |
| 7D | +2.8% | -4.2% | +7.0% | +7.4% |
| 30D | -3.5% | -5.8% | +2.3% | +2.6% |
| 3M | -6.8% | -5.2% | -1.5% | -1.4% |
| 6M | -16.7% | +0.1% | -16.8% | -16.4% |
| YTD | -24.7% | +8.2% | -32.9% | -30.3% |
| 1Y | -52.8% | +10.1% | -62.9% | -57.0% |
| 3Y | -78.8% | +69.7% | -148.4% | -86.7% |
| 5Y | -93.6% | +53.4% | -147.0% | -95.7% |
| All | -88.3% | +214.8% | -303.1% | -95.6% |
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