+210.1%
WHD vs VT
+144.1%
+66.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.2% | +5.4% | +5.3% |
| 7D | -11.5% | -2.3% | -9.2% | -8.8% |
| 30D | -7.9% | -5.0% | -2.9% | -1.4% |
| 3M | -15.0% | -4.9% | -10.1% | -9.2% |
| 6M | +7.1% | -1.5% | +8.7% | +9.0% |
| YTD | +28.1% | +8.5% | +19.7% | +13.5% |
| 1Y | +37.3% | +11.4% | +25.9% | +17.3% |
| 3Y | +31.3% | +70.1% | -38.7% | -36.5% |
| 5Y | +47.5% | +53.7% | -6.3% | -17.5% |
| All | +210.1% | +144.1% | +66.0% | -3.7% |
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