-100.0%
WKHS vs VT
+450.0%
-550.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.5% |
| 7D | +4.7% | -2.3% | +7.1% | +7.1% |
| 30D | +5.1% | -5.0% | +10.1% | +9.9% |
| 3M | -4.3% | -4.9% | +0.5% | -0.1% |
| 6M | -24.1% | -1.5% | -22.5% | -22.5% |
| YTD | -39.3% | +8.5% | -47.8% | -42.4% |
| 1Y | -69.2% | +11.4% | -80.5% | -71.5% |
| 3Y | -99.8% | +70.1% | -169.8% | -99.8% |
| 5Y | -100.0% | +53.7% | -153.7% | -100.0% |
| 10Y | -100.0% | +220.0% | -319.9% | -100.0% |
| All | -100.0% | +450.0% | -550.0% | -100.0% |
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