+18.1%
WHG vs VT
+363.9%
-345.8%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.7% | +0.5% | +0.4% |
| 7D | +2.1% | -0.3% | +2.4% | +2.4% |
| 30D | +1.1% | -1.4% | +2.5% | +2.5% |
| 3M | +0.7% | -1.4% | +2.1% | +1.9% |
| 6M | +25.7% | +5.5% | +20.2% | +17.8% |
| YTD | +14.7% | +12.8% | +1.9% | -0.3% |
| 1Y | +19.9% | +15.4% | +4.5% | +1.6% |
| 3Y | +99.3% | +76.9% | +22.5% | +4.5% |
| 5Y | +32.6% | +60.4% | -27.8% | -24.5% |
| 10Y | -34.5% | +232.8% | -267.3% | -82.5% |
| All | +18.1% | +363.9% | -345.8% | -77.8% |
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