+34.7%
WH vs VT
+154.2%
-119.5%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.2% | +1.2% |
| 7D | -5.6% | +0.4% | -6.0% | -6.0% |
| 30D | -5.7% | +1.0% | -6.6% | -6.8% |
| 3M | -9.4% | +2.4% | -11.8% | -12.4% |
| 6M | -9.8% | +12.0% | -21.8% | -22.0% |
| YTD | -3.9% | +15.3% | -19.3% | -20.0% |
| 1Y | -14.9% | +22.6% | -37.5% | -34.5% |
| 3Y | -1.3% | +74.7% | -76.0% | -51.2% |
| 5Y | +10.7% | +66.1% | -55.5% | -41.3% |
| All | +34.7% | +154.2% | -119.5% | -58.8% |
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