+200.3%
DWAS vs VT
+224.5%
-24.1%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -0.2% | +0.4% | -0.6% | -0.7% |
| 30D | -6.6% | +1.0% | -7.5% | -7.7% |
| 3M | -5.6% | +2.4% | -7.9% | -8.0% |
| 6M | +7.6% | +12.0% | -4.4% | -6.2% |
| YTD | +14.0% | +15.3% | -1.4% | -4.3% |
| 1Y | +23.4% | +22.6% | +0.8% | -3.8% |
| 3Y | +39.0% | +74.7% | -35.6% | -29.1% |
| 5Y | +29.1% | +66.1% | -37.1% | -29.2% |
| All | +200.3% | +224.5% | -24.1% | -25.4% |
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