-100.0%
WHLR vs VT
+1.5%
-101.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +133.3% | +1.1% | +132.2% | +132.5% |
| 7D | +54.4% | -0.7% | +55.1% | +49.4% |
| 30D | -72.7% | -1.7% | -71.0% | -74.1% |
| 3M | -99.2% | -2.3% | -96.9% | -99.3% |
| 6M | -100.0% | +1.5% | -101.5% | -100.0% |
| All | -100.0% | +1.5% | -101.5% | -100.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling