-73.3%
DWSH vs VT
+141.2%
-214.5%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.8% | +2.3% |
| 7D | -2.5% | -2.3% | -0.2% | -5.2% |
| 30D | -10.6% | -5.0% | -5.6% | -16.0% |
| 3M | -4.5% | -4.9% | +0.4% | -10.0% |
| 6M | -16.9% | -1.5% | -15.4% | -18.3% |
| YTD | -16.8% | +8.5% | -25.3% | -7.0% |
| 1Y | -21.2% | +11.4% | -32.6% | -8.7% |
| 3Y | -29.4% | +70.1% | -99.5% | +50.8% |
| 5Y | -21.1% | +53.7% | -74.8% | +66.5% |
| All | -73.3% | +141.2% | -214.5% | +26.9% |
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