-40.1%
DWSN vs VT
+222.7%
-262.8%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +9.3% | +0.4% | +8.8% | +8.9% |
| 30D | -17.6% | +1.0% | -18.6% | -18.2% |
| 3M | -17.2% | +2.4% | -19.6% | -18.2% |
| 6M | -0.8% | +12.0% | -12.8% | -9.1% |
| YTD | +134.0% | +15.3% | +118.6% | +110.3% |
| 1Y | +128.1% | +22.6% | +105.5% | +97.2% |
| 3Y | +104.5% | +74.7% | +29.9% | +36.6% |
| 5Y | +105.5% | +66.1% | +39.4% | +39.9% |
| All | -40.1% | +222.7% | -262.8% | -80.7% |
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