-69.8%
WHR vs VT
+214.8%
-284.6%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.1% | +0.7% | +1.7% |
| 7D | +7.5% | -4.2% | +11.6% | +13.3% |
| 30D | +4.6% | -5.8% | +10.4% | +12.5% |
| 3M | -30.2% | -5.2% | -25.0% | -25.4% |
| 6M | -41.8% | +0.1% | -41.9% | -41.9% |
| YTD | -55.7% | +8.2% | -63.9% | -59.9% |
| 1Y | -54.5% | +10.1% | -64.6% | -59.7% |
| 3Y | -66.9% | +69.7% | -136.6% | -83.0% |
| 5Y | -81.5% | +53.4% | -134.9% | -89.1% |
| All | -69.8% | +214.8% | -284.6% | -92.9% |
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