-95.4%
WHWK vs VT
+140.0%
-235.4%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.2% | +3.4% | +3.5% |
| 7D | -3.4% | -2.3% | -1.1% | -1.6% |
| 30D | -8.2% | -5.0% | -3.3% | -4.4% |
| 3M | -33.4% | -4.9% | -28.5% | -30.7% |
| 6M | -24.6% | -1.5% | -23.0% | -23.2% |
| YTD | +29.3% | +8.5% | +20.9% | +22.1% |
| 1Y | +49.0% | +11.4% | +37.7% | +38.5% |
| 3Y | -35.5% | +70.1% | -105.5% | -54.4% |
| 5Y | -88.6% | +53.7% | -142.4% | -91.5% |
| All | -95.4% | +140.0% | -235.4% | -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 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