+59.3%
DWLD vs VT
+57.4%
+2.0%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.6% | -1.0% | -1.1% |
| 7D | +4.6% | +0.4% | +4.3% | +4.0% |
| 30D | +2.6% | -2.6% | +5.2% | +5.2% |
| 3M | -3.9% | -3.2% | -0.6% | -0.8% |
| 6M | -2.9% | +0.9% | -3.8% | -4.5% |
| YTD | -0.1% | +11.3% | -11.4% | -11.9% |
| 1Y | +5.4% | +14.0% | -8.6% | -9.4% |
| 3Y | +76.6% | +75.8% | +0.7% | -7.0% |
| 5Y | +59.3% | +57.8% | +1.5% | -4.5% |
| All | +59.3% | +57.4% | +2.0% | -4.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling