+85.1%
DWX vs VT
+345.0%
-259.9%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.1% | +3.4% | +3.0% |
| 7D | +1.6% | -4.2% | +5.7% | +5.4% |
| 30D | +5.1% | -5.8% | +10.9% | +10.7% |
| 3M | +0.8% | -5.2% | +6.0% | +5.5% |
| 6M | +4.5% | +0.1% | +4.4% | +3.7% |
| YTD | +11.4% | +8.2% | +3.2% | +2.8% |
| 1Y | +16.6% | +10.1% | +6.5% | +5.8% |
| 3Y | +60.3% | +69.7% | -9.3% | -4.7% |
| 5Y | +50.4% | +53.4% | -3.0% | -3.5% |
| 10Y | +108.4% | +219.2% | -110.9% | -37.3% |
| All | +85.1% | +345.0% | -259.9% | -59.6% |
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