+61.8%
RWK vs VT
+69.4%
-7.6%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.1% | +0.5% | +0.6% |
| 7D | -0.9% | -4.2% | +3.3% | +3.5% |
| 30D | +1.4% | -5.8% | +7.2% | +7.7% |
| 3M | -4.4% | -5.2% | +0.8% | +0.9% |
| 6M | +4.5% | +0.1% | +4.3% | +3.7% |
| YTD | +15.1% | +8.2% | +6.9% | +4.7% |
| 1Y | +18.4% | +10.1% | +8.3% | +5.6% |
| All | +61.8% | +69.4% | -7.6% | -17.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling