+160.7%
DWLD vs VT
+206.5%
-45.8%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.2% | -1.2% |
| 7D | +0.9% | -0.7% | +1.6% | +1.5% |
| 30D | +1.9% | -1.7% | +3.6% | +3.5% |
| 3M | -4.0% | -2.3% | -1.7% | -2.0% |
| 6M | -3.4% | +1.5% | -4.9% | -5.5% |
| YTD | -0.7% | +12.0% | -12.7% | -12.7% |
| 1Y | +2.2% | +12.9% | -10.6% | -10.9% |
| 3Y | +73.9% | +74.9% | -1.1% | -5.6% |
| 5Y | +57.1% | +59.9% | -2.9% | -5.5% |
| All | +160.7% | +206.5% | -45.8% | -23.0% |
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