infra/stacks/monitoring/modules
Viktor Barzin 0f107aeacb monitoring(wealth): pair every delta panel with market-only twin
User feedback: net-worth delta panels (1d/7d/30d/90d) confused
because +£174k over 90d looked too big against the £271k cumulative
unrealised gain. Decomposition showed the 90d delta was £114k of new
money in (contributions) + £60k of actual market gain.

So now the delta row shows BOTH:
  Δ Nd (all)  — net-worth change incl new money (the original number)
  Δ Nd (mkt)  — pure market gain, contributions stripped out

Pattern for "(mkt)" panels: same now_snap / past_snap CTEs but
selecting both total_value and net_contribution, then computing
(nw_delta - contrib_delta) = market_gain over window.

Layout: 8 panels at w=3 each on the y=4 row, paired by window
(all next to mkt for each timeframe), so you can see "wealth
change vs investment performance" at a glance.

Verified live (90d): all=+£174,612, mkt=+£60,343, contrib=+£114,268.
2026-05-07 23:29:31 +00:00
..
monitoring monitoring(wealth): pair every delta panel with market-only twin 2026-05-07 23:29:31 +00:00