-58.4%
DWTX vs VT
+21.4%
-79.8%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.9% | -0.5% | -10.4% | -10.2% |
| 7D | -22.4% | +1.0% | -23.4% | -23.6% |
| 30D | +13.0% | -0.2% | +13.3% | +13.2% |
| 3M | +39.7% | +4.5% | +35.2% | +29.6% |
| 6M | -29.4% | +14.1% | -43.5% | -41.7% |
| YTD | -51.0% | +14.8% | -65.7% | -60.2% |
| 1Y | -58.4% | +21.2% | -79.6% | -72.3% |
| All | -58.4% | +21.4% | -79.8% | -72.3% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling