+228.9%
RWK vs VT
+217.6%
+11.3%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | +0.4% |
| 7D | +1.0% | -0.1% | +1.2% | +1.2% |
| 30D | +4.7% | -3.1% | +7.7% | +8.4% |
| 3M | -1.4% | -3.5% | +2.1% | +2.6% |
| 6M | +6.5% | +0.5% | +6.0% | +5.4% |
| YTD | +18.3% | +10.8% | +7.5% | +4.2% |
| 1Y | +21.0% | +11.9% | +9.1% | +5.4% |
| 3Y | +68.1% | +73.0% | -4.9% | -12.3% |
| 5Y | +65.2% | +58.6% | +6.6% | -3.9% |
| 10Y | +228.9% | +219.2% | +9.8% | -12.1% |
| All | +228.9% | +217.6% | +11.3% | -12.1% |
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