-90.6%
DWSN vs VT
+345.0%
-435.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -4.1% | -1.9% | -2.0% |
| 7D | -16.0% | -4.2% | -11.8% | -12.4% |
| 30D | -40.4% | -5.8% | -34.6% | -36.8% |
| 3M | -64.3% | -5.2% | -59.1% | -62.4% |
| 6M | -56.8% | +0.1% | -57.0% | -56.6% |
| YTD | +1.3% | +8.2% | -7.0% | -5.2% |
| 1Y | -26.9% | +10.1% | -37.0% | -32.5% |
| 3Y | +10.8% | +69.7% | -58.9% | -32.0% |
| 5Y | -20.6% | +53.4% | -74.0% | -48.3% |
| 10Y | -69.1% | +219.2% | -288.3% | -90.8% |
| All | -90.6% | +345.0% | -435.6% | -98.1% |
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