-73.8%
DWSH vs VT
+140.7%
-214.5%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.1% | +5.7% | -3.4% |
| 7D | -5.3% | -4.2% | -1.1% | -10.1% |
| 30D | -11.9% | -5.8% | -6.1% | -18.1% |
| 3M | -5.7% | -5.2% | -0.4% | -11.6% |
| 6M | -18.1% | +0.1% | -18.2% | -17.7% |
| YTD | -18.5% | +8.2% | -26.7% | -9.1% |
| 1Y | -21.5% | +10.1% | -31.6% | -10.3% |
| 3Y | -30.0% | +69.7% | -99.7% | +49.0% |
| 5Y | -22.7% | +53.4% | -76.0% | +62.8% |
| All | -73.8% | +140.7% | -214.5% | +24.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling