+219.1%
WHF vs VT
+341.2%
-122.0%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | +0.4% |
| 7D | +6.7% | -0.3% | +7.0% | +6.9% |
| 30D | +22.4% | -1.4% | +23.8% | +23.5% |
| 3M | +34.7% | -1.4% | +36.1% | +35.9% |
| 6M | +22.2% | +5.5% | +16.7% | +17.2% |
| YTD | +38.2% | +12.8% | +25.4% | +26.0% |
| 1Y | +39.4% | +15.4% | +24.0% | +24.9% |
| 3Y | +12.5% | +76.9% | -64.4% | -27.5% |
| 5Y | +10.3% | +60.4% | -50.1% | -24.5% |
| 10Y | +181.9% | +232.8% | -50.9% | +13.2% |
| All | +219.1% | +341.2% | -122.0% | +8.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling