-99.7%
DWTX vs VT
+88.4%
-188.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.5% | +3.0% | +3.0% |
| 7D | +18.3% | -0.1% | +18.4% | +17.9% |
| 30D | -12.1% | -3.1% | -9.1% | -9.6% |
| 3M | -32.8% | -3.5% | -29.3% | -30.6% |
| 6M | -25.5% | +0.5% | -25.9% | -26.1% |
| YTD | -70.4% | +10.8% | -81.2% | -73.5% |
| 1Y | -77.9% | +11.9% | -89.8% | -80.4% |
| 3Y | -93.7% | +73.0% | -166.6% | -96.4% |
| 5Y | -99.1% | +58.6% | -157.7% | -99.4% |
| All | -99.7% | +88.4% | -188.1% | -99.9% |
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 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