Swap the single "Returns over time windows" table (panel 9201) for 5 stat
panels (1d/7d/30d/90d/12mo), each showing Return % (Modified-Dietz) as the
headline value + Δ market (£, net of contributions) as a second value,
colored red/green by sign.
Same per-window Modified-Dietz math as the old table, just scoped to one
interval per panel — verified against live wealthfolio_sync PG and reproduced
through Grafana's datasource API (e.g. 30d = 8.15% / £86,875, 12mo = 38.68% /
£297,846, matching the prior table exactly). Kept the same 24×8 grid footprint
so nothing else on the dashboard reflows.
Already applied via targeted `tg apply` of the wealth.json configmap; [ci skip]
because a full monitoring-stack CI apply would pull in unrelated pre-existing
drift.
Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
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