-88.4%
SPWH vs VT
+215.5%
-304.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -1.1% |
| 7D | +2.8% | -2.3% | +5.1% | +5.3% |
| 30D | -2.7% | -5.0% | +2.3% | +2.5% |
| 3M | -7.6% | -4.9% | -2.7% | -2.7% |
| 6M | -23.8% | -1.5% | -22.2% | -22.4% |
| YTD | -25.3% | +8.5% | -33.8% | -31.1% |
| 1Y | -48.1% | +11.4% | -59.5% | -53.3% |
| 3Y | -78.2% | +70.1% | -148.3% | -86.4% |
| 5Y | -93.7% | +53.7% | -147.4% | -95.7% |
| All | -88.4% | +215.5% | -304.0% | -95.7% |
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