-72.1%
DWSH vs VT
+155.2%
-227.2%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.5% | +3.0% | +1.9% |
| 7D | +2.3% | +1.0% | +1.3% | +3.6% |
| 30D | +0.8% | -0.2% | +1.0% | +0.5% |
| 3M | -13.0% | +4.5% | -17.6% | -8.0% |
| 6M | -10.3% | +14.1% | -24.3% | +6.3% |
| YTD | -13.1% | +14.8% | -27.8% | +4.1% |
| 1Y | -10.7% | +21.2% | -31.9% | +15.3% |
| 3Y | -20.3% | +76.6% | -96.8% | +78.7% |
| 5Y | -19.3% | +66.6% | -85.9% | +88.3% |
| All | -72.1% | +155.2% | -227.2% | +42.0% |
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