-93.2%
WHWK vs VT
+155.2%
-248.3%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -0.4% | +0.4% | -0.9% | -0.8% |
| 30D | +13.0% | +1.0% | +12.0% | +12.1% |
| 3M | +4.5% | +2.4% | +2.2% | +2.8% |
| 6M | +41.5% | +12.0% | +29.5% | +30.2% |
| YTD | +90.1% | +15.3% | +74.7% | +70.9% |
| 1Y | +154.1% | +22.6% | +131.6% | +119.8% |
| 3Y | -21.5% | +74.7% | -96.2% | -45.9% |
| 5Y | -83.3% | +66.1% | -149.5% | -88.3% |
| All | -93.2% | +155.2% | -248.3% | -96.2% |
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