-15.4%
DWSN vs VT
+57.0%
-72.4%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -0.3% | +10.7% | +10.7% |
| 7D | +3.0% | +2.4% | +0.7% | +1.2% |
| 30D | -28.4% | -1.5% | -26.9% | -27.6% |
| 3M | -62.9% | -4.1% | -58.8% | -61.8% |
| 6M | -50.4% | +0.6% | -51.0% | -50.3% |
| YTD | +8.3% | +11.0% | -2.7% | +1.7% |
| 1Y | -15.9% | +13.3% | -29.3% | -22.0% |
| 3Y | +17.1% | +73.4% | -56.3% | -7.7% |
| All | -15.4% | +57.0% | -72.4% | -34.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling