-73.7%
WHR vs VT
+222.7%
-296.4%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.6% | -3.4% | -3.2% |
| 7D | -8.3% | +2.9% | -11.2% | -11.5% |
| 30D | -1.2% | -2.5% | +1.3% | +1.9% |
| 3M | -32.5% | -3.3% | -29.2% | -29.6% |
| 6M | -30.0% | +1.5% | -31.5% | -31.3% |
| YTD | -59.4% | +11.4% | -70.8% | -64.5% |
| 1Y | -55.5% | +11.9% | -67.4% | -61.3% |
| 3Y | -69.2% | +73.9% | -143.1% | -84.6% |
| 5Y | -84.1% | +57.9% | -142.0% | -90.9% |
| All | -73.7% | +222.7% | -296.4% | -94.0% |
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 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