-87.1%
WHWK vs VT
+57.0%
-144.2%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | 0.0% |
| 7D | -2.2% | +2.4% | -4.6% | -4.9% |
| 30D | +3.0% | -1.5% | +4.5% | +5.3% |
| 3M | -34.6% | -4.1% | -30.5% | -31.0% |
| 6M | -37.9% | +0.6% | -38.5% | -38.1% |
| YTD | +26.4% | +11.0% | +15.4% | +11.4% |
| 1Y | +46.4% | +13.3% | +33.1% | +26.3% |
| 3Y | -32.9% | +73.4% | -106.3% | -64.3% |
| All | -87.1% | +57.0% | -144.2% | -91.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling