-34.2%
WHG vs VT
+224.5%
-258.6%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -4.0% | +0.4% | -4.4% | -4.4% |
| 30D | -0.8% | +1.0% | -1.8% | -1.8% |
| 3M | +12.3% | +2.4% | +9.9% | +9.1% |
| 6M | +9.5% | +12.0% | -2.5% | -3.1% |
| YTD | +12.4% | +15.3% | -3.0% | -3.6% |
| 1Y | +11.9% | +22.6% | -10.6% | -10.0% |
| 3Y | +115.2% | +74.7% | +40.5% | +16.7% |
| 5Y | +3.8% | +66.1% | -62.4% | -41.5% |
| All | -34.2% | +224.5% | -258.6% | -83.0% |
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 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