-67.4%
WHR vs VT
+224.5%
-291.8%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | -4.5% | +0.4% | -4.9% | -5.0% |
| 30D | -13.0% | +1.0% | -14.0% | -14.1% |
| 3M | -1.8% | +2.4% | -4.1% | -4.5% |
| 6M | -34.4% | +12.0% | -46.4% | -43.0% |
| YTD | -44.8% | +15.3% | -60.1% | -53.8% |
| 1Y | -56.2% | +22.6% | -78.8% | -66.0% |
| 3Y | -67.6% | +74.7% | -142.3% | -83.9% |
| 5Y | -77.8% | +66.1% | -143.9% | -88.1% |
| All | -67.4% | +224.5% | -291.8% | -92.5% |
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