-88.5%
WDH vs VT
+65.1%
-153.5%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.1% | +3.1% | +2.6% |
| 7D | -1.0% | -4.2% | +3.2% | +2.6% |
| 30D | +1.0% | -5.8% | +6.8% | +6.3% |
| 3M | +3.0% | -5.2% | +8.3% | +7.8% |
| 6M | -35.2% | +0.1% | -35.3% | -35.7% |
| YTD | -44.8% | +8.2% | -53.0% | -49.0% |
| 1Y | -36.8% | +10.1% | -46.9% | -42.5% |
| 3Y | -1.4% | +69.7% | -71.0% | -39.7% |
| 5Y | -45.9% | +53.4% | -99.3% | -59.0% |
| All | -88.5% | +65.1% | -153.5% | -92.9% |
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 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