-37.5%
WHG vs VT
+215.5%
-253.1%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.5% |
| 7D | -1.1% | -2.3% | +1.2% | +1.2% |
| 30D | -3.2% | -5.0% | +1.7% | +1.7% |
| 3M | -3.6% | -4.9% | +1.3% | +1.0% |
| 6M | +18.7% | -1.5% | +20.3% | +19.6% |
| YTD | +11.1% | +8.5% | +2.6% | +1.0% |
| 1Y | +14.9% | +11.4% | +3.6% | +1.6% |
| 3Y | +90.2% | +70.1% | +20.2% | +5.2% |
| 5Y | +29.5% | +53.7% | -24.3% | -20.8% |
| All | -37.5% | +215.5% | -253.1% | -83.2% |
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