+366.5%
DWAS vs VT
+383.3%
-16.8%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -7.6% |
| 3M | -5.6% | +2.4% | -7.9% | -7.9% |
| 6M | +7.6% | +12.0% | -4.4% | -5.9% |
| YTD | +14.0% | +15.3% | -1.4% | -3.9% |
| 1Y | +23.4% | +22.6% | +0.8% | -3.1% |
| 3Y | +39.0% | +74.7% | -35.6% | -27.8% |
| 5Y | +29.1% | +66.1% | -37.1% | -28.1% |
| 10Y | +201.3% | +225.0% | -23.7% | -20.1% |
| All | +366.5% | +383.3% | -16.8% | -18.9% |
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