+171.7%
WHF vs VT
+215.5%
-43.8%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.6% | +1.6% |
| 7D | +5.3% | -2.3% | +7.6% | +7.1% |
| 30D | +23.8% | -5.0% | +28.8% | +28.5% |
| 3M | +33.0% | -4.9% | +37.9% | +37.9% |
| 6M | +20.8% | -1.5% | +22.4% | +21.7% |
| YTD | +36.9% | +8.5% | +28.4% | +27.5% |
| 1Y | +37.5% | +11.4% | +26.1% | +25.3% |
| 3Y | +10.4% | +70.1% | -59.7% | -29.9% |
| 5Y | +8.0% | +53.7% | -45.7% | -26.2% |
| All | +171.7% | +215.5% | -43.8% | +6.1% |
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