-93.9%
WHWK price history and return analytics
+152.3%
-246.3%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.3% |
| 7D | -10.7% | -1.1% | -9.5% | -9.8% |
| 30D | -12.7% | -1.0% | -11.8% | -12.1% |
| 3M | +1.2% | +3.2% | -1.9% | -1.1% |
| 6M | +2.5% | +12.5% | -10.0% | -5.9% |
| YTD | +69.8% | +14.1% | +55.8% | +54.1% |
| 1Y | +104.5% | +18.9% | +85.6% | +80.9% |
| 3Y | -27.2% | +74.1% | -101.3% | -49.6% |
| 5Y | -85.3% | +66.9% | -152.1% | -89.6% |
| All | -93.9% | +152.3% | -246.3% | -96.6% |
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