+195.0%
SPDW vs VT
+374.2%
-179.2%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +0.9% | +0.4% | +0.5% | +0.5% |
| 30D | +2.1% | +1.0% | +1.1% | +1.1% |
| 3M | +3.6% | +2.4% | +1.2% | +1.3% |
| 6M | +10.8% | +12.0% | -1.2% | -0.5% |
| YTD | +19.5% | +15.3% | +4.1% | +4.4% |
| 1Y | +29.4% | +22.6% | +6.8% | +6.5% |
| 3Y | +77.4% | +74.7% | +2.7% | +3.2% |
| 5Y | +60.3% | +66.1% | -5.8% | -2.4% |
| 10Y | +162.5% | +225.0% | -62.5% | -18.0% |
| All | +195.0% | +374.2% | -179.2% | -41.4% |
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