-88.1%
SPWH vs VT
+247.3%
-335.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -1.6% |
| 7D | +7.4% | -0.3% | +7.7% | +7.7% |
| 30D | 0.0% | -1.4% | +1.4% | +1.4% |
| 3M | +0.9% | -1.4% | +2.3% | +2.3% |
| 6M | -14.7% | +5.5% | -20.2% | -18.7% |
| YTD | -20.5% | +12.8% | -33.4% | -29.0% |
| 1Y | -49.1% | +15.4% | -64.6% | -55.4% |
| 3Y | -77.6% | +76.9% | -154.5% | -86.1% |
| 5Y | -93.3% | +60.4% | -153.7% | -95.5% |
| 10Y | -87.2% | +232.8% | -320.0% | -94.7% |
| All | -88.1% | +247.3% | -335.4% | -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 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