-88.3%
WDH vs VT
+65.5%
-153.8%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.8% |
| 7D | +1.0% | -2.3% | +3.3% | +3.0% |
| 30D | +2.0% | -5.0% | +7.0% | +6.5% |
| 3M | +4.1% | -4.9% | +8.9% | +8.5% |
| 6M | -34.6% | -1.5% | -33.0% | -34.0% |
| YTD | -44.2% | +8.5% | -52.7% | -48.6% |
| 1Y | -33.4% | +11.4% | -44.7% | -39.9% |
| 3Y | -2.5% | +70.1% | -72.6% | -40.5% |
| 5Y | -45.4% | +53.7% | -99.1% | -58.7% |
| All | -88.3% | +65.5% | -153.8% | -92.8% |
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