+15.7%
WHG vs VT
+374.2%
-358.5%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +8.9% |
| 6M | +9.5% | +12.0% | -2.5% | -3.8% |
| YTD | +12.4% | +15.3% | -3.0% | -4.4% |
| 1Y | +11.9% | +22.6% | -10.6% | -10.9% |
| 3Y | +115.2% | +74.7% | +40.5% | +14.8% |
| 5Y | +3.8% | +66.1% | -62.4% | -43.2% |
| 10Y | -34.9% | +225.0% | -259.9% | -82.1% |
| All | +15.7% | +374.2% | -358.5% | -78.7% |
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