+340.4%
DWAS vs VT
+364.8%
-24.5%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | -2.2% | -1.6% | -0.6% | -0.2% |
| 30D | -4.6% | -2.5% | -2.1% | -1.5% |
| 3M | -9.5% | -1.3% | -8.2% | -7.9% |
| 6M | -7.6% | +3.1% | -10.7% | -10.6% |
| YTD | +7.6% | +10.9% | -3.4% | -4.7% |
| 1Y | +11.0% | +12.1% | -1.1% | -2.7% |
| 3Y | +44.9% | +73.9% | -29.0% | -24.2% |
| 5Y | +9.9% | +58.0% | -48.1% | -34.9% |
| 10Y | +216.2% | +225.5% | -9.2% | -15.8% |
| All | +340.4% | +364.8% | -24.5% | -19.6% |
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 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