-74.8%
DWSN vs VT
+224.4%
-299.1%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.1% | -6.0% | -5.7% |
| 7D | -6.0% | -0.7% | -5.3% | -5.5% |
| 30D | -38.3% | -1.7% | -36.5% | -37.4% |
| 3M | -64.5% | -2.3% | -62.2% | -63.8% |
| 6M | -54.5% | +1.5% | -56.0% | -54.7% |
| YTD | +1.3% | +12.0% | -10.8% | -6.7% |
| 1Y | -24.8% | +12.9% | -37.6% | -31.0% |
| 3Y | +10.1% | +74.9% | -64.8% | -25.9% |
| 5Y | -20.6% | +59.9% | -80.5% | -43.7% |
| 10Y | -74.8% | +224.6% | -299.4% | -91.4% |
| All | -74.8% | +224.4% | -299.1% | -91.4% |
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