+158.1%
DWLD vs VT
+196.8%
-38.7%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | 0.0% |
| 7D | +3.5% | -2.3% | +5.9% | +6.0% |
| 30D | +2.4% | -5.0% | +7.4% | +7.9% |
| 3M | -4.4% | -4.9% | +0.5% | +0.5% |
| 6M | -4.5% | -1.5% | -3.0% | -3.6% |
| YTD | -1.7% | +8.5% | -10.1% | -10.6% |
| 1Y | +4.2% | +11.4% | -7.2% | -7.9% |
| 3Y | +71.4% | +70.1% | +1.3% | -4.1% |
| 5Y | +57.2% | +53.7% | +3.5% | -1.3% |
| All | +158.1% | +196.8% | -38.7% | -21.1% |
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