-10.1%
WHR vs VT
+363.9%
-374.0%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +1.7% | +6.7% | +6.4% |
| 7D | +19.6% | -0.3% | +19.9% | +20.0% |
| 30D | +8.7% | -1.4% | +10.2% | +10.5% |
| 3M | -26.8% | -1.4% | -25.4% | -25.6% |
| 6M | -38.5% | +5.5% | -43.9% | -42.1% |
| YTD | -54.1% | +12.8% | -67.0% | -60.1% |
| 1Y | -52.5% | +15.4% | -67.9% | -59.7% |
| 3Y | -65.7% | +76.9% | -142.6% | -82.2% |
| 5Y | -80.9% | +60.4% | -141.3% | -88.8% |
| 10Y | -68.3% | +232.8% | -301.1% | -91.7% |
| All | -10.1% | +363.9% | -374.0% | -82.2% |
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