+226.5%
RWK vs VT
+224.4%
+2.1%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | -0.9% |
| 7D | -0.5% | -0.7% | +0.2% | +0.3% |
| 30D | +5.0% | -1.7% | +6.7% | +7.0% |
| 3M | -1.4% | -2.3% | +0.9% | +1.1% |
| 6M | +8.0% | +1.5% | +6.5% | +5.6% |
| YTD | +18.8% | +12.0% | +6.7% | +3.3% |
| 1Y | +21.5% | +12.9% | +8.7% | +4.8% |
| 3Y | +68.8% | +74.9% | -6.2% | -13.1% |
| 5Y | +64.8% | +59.9% | +4.8% | -5.1% |
| 10Y | +226.5% | +224.6% | +1.9% | -16.0% |
| All | +226.5% | +224.4% | +2.1% | -16.0% |
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