Factor-Gap Framework

The Ultra-Wealthy Don't Invest the Same Way as You

The world's top hedge funds and pension funds are abandoning traditional portfolio construction. They've discovered it's full of blind spots -- hidden concentrations, misleading labels, and no way to measure what a new investment actually does to your portfolio. They're moving to a factor-based framework that sees what traditional tools can't. We built it for everyone.

Asset Allocation -- Looks Diversified
Portfolio
5 Assets
US Stocks 35%
Bonds 20%
Private Equity 25%
Cash 10%
Real Estate 10%
The Problem

What the Ultra-Wealthy Do Differently

Most investors evaluate deals by projected return and diversify by spreading money across asset class labels. It feels rigorous. But the most sophisticated investors in the world have realized this approach has critical blind spots — and they're moving to something better.

They Don’t Diversify by Label

An energy PE fund and a healthcare PE fund are both labeled “Private Equity” — but one is driven by oil prices and the other by regulatory changes. Asset class labels tell you what something is called, not what drives it.

Traditional approach: Both are "Private Equity"

Energy PE Fund
50%
Healthcare PE Fund
50%

The ultra-wealthy don’t ask ‘what asset class is this?’ They ask ‘what economic forces drive this investment?’

They Compare Everything Apples-to-Apples

How do you compare a private credit deal to a stock ETF? Without a common language, you can’t. Factor analysis decomposes every investment — public or private — into the same set of underlying risk drivers.

Traditional approach: Incomparable asset classes

Private Credit
40%
Stock ETF
60%

The ultra-wealthy evaluate every investment — public or private — using the same factor-based language.

They Measure What a Deal Does to Their Portfolio

Your allocation looks balanced — 60% equities, 25% fixed income, 15% alternatives. But 70% of your risk might be driven by a single factor. And that deal you’re evaluating? It may just add more of the same.

Traditional approach: On-target allocation

Equities
60%
Fixed Income
25%
Alternatives
15%

Most investors evaluate IRR in isolation. A 25% IRR deal that doubles your existing concentration is worse than a 15% IRR deal that fills a gap.

The Framework

The Factor-Gap Framework

This is the framework the ultra-wealthy are converging on. It x-rays your portfolio to reveal hidden factor exposures, identifies gaps and over-concentrations, and ranks every available investment by how much it would improve your specific portfolio. Not by IRR. Not by asset class. By marginal contribution to your risk-adjusted return.

Think of it like a nutrition label

Two foods can look completely different but contain the same nutrients. Two investments can be in different asset classes but driven by the same factors.

Public Equity

Each colored bar represents how much this investment is driven by that factor. Longer bars mean stronger exposure.

Factor Decomposition

Equity Beta
0.90
Energy
0.85
Inflation
0.35
Size
0.10
Credit Spread
0.05
Duration
0.05
Tech
0.05
Healthcare
0.00
Liquidity
0.00
Interactive Demo

Analyze Your Portfolio

Add your holdings below and see the Factor-Gap Framework in action. All calculations run in real-time, right in your browser.

What do you own?

S&P 500 ETF

$200,000

Public Equity

Energy ETF

$150,000

Public Equity

Energy PE Fund

$100,000

Private
$
Total Portfolio Value$450,000

Add holdings and click Analyze to see your results

Why Private Deals

Why Private Deals Unlock the Full Power of the Framework

When you invest in a PE or VC fund, you're investing in a blind pool. You don't know exactly what's inside or how those exposures map to your portfolio. Direct private deals are different — you get the projections, the business details, the revenue drivers. That's the data the Factor-Gap Framework needs to measure exactly how a deal impacts your portfolio.

Full Factor Transparency

With direct deals, you see every driver — revenue concentration, margin sensitivity, sector dynamics, leverage, capital intensity. This gives you the granular data needed to map factor exposures precisely. You can’t do this with a blind-pool fund.

Real Probability Distributions

Deal-level projections let us run Monte Carlo simulations across the full range of outcomes — not a single IRR number, but a probability distribution showing best case, base case, downside, and tail risk. Because real risk isn’t a point estimate. It’s a curve.

Surgical Portfolio Fit

When you see a deal’s exact factor fingerprint, you can assess precisely which gaps it fills. Instead of buying a fund that bundles ten exposures you already have, invest in a deal that adds exactly the factors you’re missing.

Three Steps to a Smarter Portfolio

1

Enter Your Holdings

Add your public and private investments. Takes about 2 minutes.

2

Get Your Factor X-Ray

See the economic forces actually driving your risk — not asset labels, but the factors underneath. Identify gaps and over-concentrations instantly.

3

Invest Smarter

Get personalized recommendations ranked by what improves your portfolio the most. Evaluate deals the way the ultra-wealthy do — by portfolio impact, not isolated IRR.

Built by Investors, for Investors

WealthDx was built by a team with decades of experience in investment banking, private equity, and hedge funds. We've sat on investment committees, evaluated hundreds of deals, and managed institutional capital. The Factor-Gap Framework is grounded in peer-reviewed research and the same Total Portfolio Approach used by sovereign wealth funds, top endowments, and the world's largest asset managers. We didn't invent factor-based investing. We made it accessible.

CFA Charterholder
Harvard MBA
15+ Years on Wall Street
Total Portfolio Approach
Monte Carlo Simulation

See What the Ultra-Wealthy Already See

Get your portfolio's Factor X-Ray and discover the gaps, concentrations, and opportunities that traditional tools miss — in under 5 minutes.

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