-95.2%
WHWK vs VT
+146.3%
-241.5%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.6% | +0.3% | +0.8% |
| 7D | +3.2% | +0.4% | +2.8% | +3.0% |
| 30D | -8.5% | -2.6% | -5.9% | -6.5% |
| 3M | -32.4% | -3.2% | -29.1% | -30.5% |
| 6M | -18.9% | +0.9% | -19.8% | -19.1% |
| YTD | +33.1% | +11.3% | +21.7% | +23.2% |
| 1Y | +55.6% | +14.0% | +41.6% | +42.0% |
| 3Y | -28.4% | +75.8% | -104.3% | -50.6% |
| 5Y | -87.7% | +57.8% | -145.5% | -91.0% |
| All | -95.2% | +146.3% | -241.5% | -97.3% |
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