+6.1%
WHF vs VT
+53.2%
-47.1%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.1% | +1.4% | -1.1% |
| 7D | +3.6% | -4.2% | +7.8% | +5.4% |
| 30D | +20.2% | -5.8% | +26.0% | +23.1% |
| 3M | +33.0% | -5.2% | +38.2% | +35.8% |
| 6M | +19.3% | +0.1% | +19.2% | +19.1% |
| YTD | +34.5% | +8.2% | +26.2% | +29.8% |
| 1Y | +31.7% | +10.1% | +21.6% | +26.2% |
| 3Y | +9.4% | +69.7% | -60.2% | -13.1% |
| 5Y | +6.1% | +53.4% | -47.3% | -18.8% |
| All | +6.1% | +53.2% | -47.1% | -18.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling