+46.0%
WH vs VT
+139.1%
-93.1%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.9% |
| 7D | +2.9% | -2.3% | +5.2% | +5.7% |
| 30D | +7.1% | -5.0% | +12.0% | +13.7% |
| 3M | +3.5% | -4.9% | +8.4% | +9.7% |
| 6M | -6.1% | -1.5% | -4.5% | -5.0% |
| YTD | +4.1% | +8.5% | -4.3% | -6.8% |
| 1Y | +9.8% | +11.4% | -1.6% | -5.1% |
| 3Y | +9.4% | +70.1% | -60.6% | -44.4% |
| 5Y | -2.1% | +53.7% | -55.8% | -42.9% |
| All | +46.0% | +139.1% | -93.1% | -52.0% |
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