-100.0%
WHLR vs VT
+350.0%
-450.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.3% | -4.1% | -4.3% |
| 7D | +26.1% | +2.4% | +23.8% | +25.6% |
| 30D | -79.8% | -1.5% | -78.3% | -79.5% |
| 3M | -99.5% | -4.1% | -95.3% | -99.4% |
| 6M | -100.0% | +0.6% | -100.5% | -100.0% |
| YTD | -100.0% | +11.0% | -111.0% | -100.0% |
| 1Y | -100.0% | +13.3% | -113.3% | -100.0% |
| 3Y | -100.0% | +73.4% | -173.4% | -100.0% |
| 5Y | -100.0% | +57.4% | -157.4% | -100.0% |
| 10Y | -100.0% | +221.7% | -321.7% | -100.0% |
| All | -100.0% | +350.0% | -450.0% | -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 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