+153.0%
WHF vs VT
+351.0%
-197.9%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.2% | +0.2% |
| 7D | +0.4% | +0.4% | 0.0% | +0.1% |
| 30D | +8.4% | +1.0% | +7.4% | +7.7% |
| 3M | +4.6% | +2.4% | +2.2% | +2.6% |
| 6M | +7.3% | +12.0% | -4.7% | -1.5% |
| YTD | +9.6% | +15.3% | -5.7% | -1.5% |
| 1Y | -4.6% | +22.6% | -27.2% | -18.0% |
| 3Y | -15.8% | +74.7% | -90.4% | -45.1% |
| 5Y | -12.3% | +66.1% | -78.4% | -41.6% |
| 10Y | +110.8% | +225.0% | -114.2% | -14.8% |
| All | +153.0% | +351.0% | -197.9% | -15.0% |
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 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