-92.8%
WSHP vs VT
+14.0%
-106.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.5% | -3.5% | -3.0% |
| 7D | -17.5% | -0.1% | -17.3% | -16.8% |
| 30D | -55.1% | -3.1% | -52.0% | -51.9% |
| 3M | -57.3% | -3.5% | -53.8% | -54.0% |
| 6M | -71.8% | +0.5% | -72.2% | -71.9% |
| YTD | -97.7% | +10.8% | -108.5% | -97.9% |
| All | -92.8% | +14.0% | -106.8% | -93.4% |
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 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