+23.8%
DTW price history and return analytics
+159.7%
-135.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.8% | +1.3% |
| 7D | -1.7% | -1.1% | -0.6% | -1.3% |
| 30D | -2.2% | -1.0% | -1.2% | -1.8% |
| 3M | -6.9% | +3.2% | -10.0% | -8.0% |
| 6M | -9.4% | +12.5% | -21.9% | -13.5% |
| YTD | -5.1% | +14.1% | -19.2% | -10.0% |
| 1Y | -11.2% | +18.9% | -30.1% | -17.1% |
| 3Y | -3.2% | +74.1% | -77.2% | -22.8% |
| 5Y | -2.2% | +66.9% | -69.1% | -21.5% |
| All | +23.8% | +159.7% | -135.8% | -21.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling