-95.4%
WHWK vs VT
+145.1%
-240.5%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.5% | -3.9% | -4.0% |
| 7D | -0.6% | -0.1% | -0.5% | -0.5% |
| 30D | -12.5% | -3.1% | -9.4% | -10.2% |
| 3M | -32.3% | -3.5% | -28.8% | -30.3% |
| 6M | -22.4% | +0.5% | -22.9% | -22.3% |
| YTD | +27.3% | +10.8% | +16.5% | +18.3% |
| 1Y | +41.3% | +11.9% | +29.4% | +30.7% |
| 3Y | -32.9% | +73.0% | -105.9% | -53.2% |
| 5Y | -85.8% | +58.6% | -144.4% | -89.6% |
| All | -95.4% | +145.1% | -240.5% | -97.4% |
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