-92.5%
WSHP vs VT
+14.6%
-107.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +2.6% | +4.0% | +1.4% |
| 7D | -2.6% | +0.4% | -3.0% | -2.8% |
| 30D | -53.2% | -2.6% | -50.6% | -50.4% |
| 3M | -58.9% | -3.2% | -55.7% | -56.0% |
| 6M | -70.6% | +0.9% | -71.6% | -71.1% |
| YTD | -97.6% | +11.3% | -108.9% | -97.8% |
| All | -92.5% | +14.6% | -107.1% | -93.1% |
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